+374.9%
CPRT vs BG
+166.7%
+208.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | -11.2% | +3.1% | -14.3% | -11.8% |
| 30D | +3.3% | +10.2% | -6.9% | +1.2% |
| 3M | -3.6% | -1.7% | -1.9% | -3.6% |
| 6M | -15.8% | +1.0% | -16.7% | -16.5% |
| YTD | -23.5% | +39.9% | -63.4% | -29.6% |
| 1Y | -38.8% | +53.2% | -92.0% | -45.0% |
| 3Y | -33.4% | +16.3% | -49.7% | -37.2% |
| 5Y | -16.4% | +83.9% | -100.2% | -32.7% |
| All | +374.9% | +166.7% | +208.3% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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