-33.4%
CPRT vs BEN
+45.3%
-78.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -0.4% | +3.4% | -3.8% | -0.9% |
| 30D | +8.2% | +1.8% | +6.5% | +7.9% |
| 3M | +2.3% | +8.4% | -6.1% | +0.7% |
| 6M | -14.7% | +35.6% | -50.4% | -21.0% |
| YTD | -18.2% | +46.4% | -64.5% | -24.2% |
| 1Y | -33.4% | +46.3% | -79.7% | -37.5% |
| All | -33.4% | +45.3% | -78.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling