+67.7%
CPRT vs BBIO
+136.9%
-69.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -3.7% |
| 7D | -8.4% | -3.9% | -4.6% | -8.2% |
| 30D | +4.6% | -13.4% | +18.0% | +5.7% |
| 3M | -1.9% | +7.6% | -9.5% | -2.6% |
| 6M | -15.3% | -2.4% | -12.9% | -15.4% |
| YTD | -21.5% | -5.2% | -16.2% | -21.6% |
| 1Y | -36.6% | +36.9% | -73.5% | -38.7% |
| 3Y | -31.2% | +155.2% | -186.4% | -38.0% |
| 5Y | -14.1% | +44.0% | -58.1% | -30.1% |
| All | +67.7% | +136.9% | -69.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling