+385.2%
CPRT vs BBWI
-44.4%
+429.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.0% | -4.2% | +8.2% | +4.9% |
| 30D | +18.2% | +24.9% | -6.6% | +13.1% |
| 3M | +9.2% | +13.2% | -4.1% | +5.8% |
| 6M | -4.8% | +12.1% | -16.9% | -8.3% |
| YTD | -17.5% | +11.1% | -28.6% | -21.2% |
| 1Y | -22.0% | +0.7% | -22.7% | -24.9% |
| 3Y | -33.7% | -23.8% | -10.0% | -35.4% |
| 5Y | -15.0% | -66.9% | +52.0% | -4.2% |
| 10Y | +385.2% | -45.3% | +430.5% | +279.3% |
| All | +385.2% | -44.4% | +429.6% | +279.3% |
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