+22,034.1%
CPRT vs BBWI
+843.0%
+21,191.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +16.6% | -5.2% | +21.8% | +17.6% |
| 3M | +9.6% | +11.1% | -1.5% | +6.3% |
| 6M | -11.1% | -13.4% | +2.2% | -10.0% |
| YTD | -13.9% | +0.1% | -14.0% | -15.9% |
| 1Y | -32.5% | -36.1% | +3.6% | -28.4% |
| 3Y | -25.0% | -44.1% | +19.1% | -21.8% |
| 5Y | -7.4% | -66.2% | +58.9% | +4.6% |
| 10Y | +422.0% | -54.8% | +476.7% | +369.4% |
| All | +22,034.1% | +843.0% | +21,191.2% | +10,352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling