+421.5%
CPRT vs BBWI
-55.4%
+476.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.7% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | +9.9% | -6.2% | +16.1% | +11.0% |
| 3M | +5.6% | +4.3% | +1.3% | +4.0% |
| 6M | -13.6% | -7.2% | -6.5% | -13.7% |
| YTD | -16.7% | -3.0% | -13.7% | -18.0% |
| 1Y | -33.1% | -30.8% | -2.4% | -30.3% |
| 3Y | -27.1% | -43.4% | +16.3% | -24.1% |
| 5Y | -9.9% | -66.7% | +56.9% | +1.7% |
| All | +421.5% | -55.4% | +476.9% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling