-34.2%
CPRT vs BBY
+89.3%
-123.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -0.4% | +4.5% | -4.8% | -1.3% |
| 30D | +21.2% | +16.8% | +4.4% | +17.3% |
| 3M | +8.3% | +23.2% | -14.9% | +3.6% |
| 6M | -3.4% | +91.9% | -95.3% | -15.1% |
| YTD | -18.7% | +61.6% | -80.3% | -26.4% |
| 1Y | -23.5% | +43.9% | -67.4% | -29.4% |
| 3Y | -34.2% | +88.6% | -122.8% | -42.2% |
| All | -34.2% | +89.3% | -123.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling