-15.9%
CPRT vs BEN
+29.2%
-45.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.8% | -0.7% |
| 7D | +1.6% | +12.2% | -10.6% | -2.6% |
| 30D | +18.8% | +12.1% | +6.7% | +13.8% |
| 3M | +9.4% | +7.3% | +2.1% | +6.4% |
| 6M | -4.4% | +17.9% | -22.3% | -10.6% |
| YTD | -17.1% | +55.4% | -72.6% | -30.6% |
| 1Y | -19.9% | +69.3% | -89.2% | -35.2% |
| 3Y | -30.5% | +82.8% | -113.3% | -48.2% |
| 5Y | -15.9% | +28.8% | -44.7% | -27.4% |
| All | -15.9% | +29.2% | -45.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling