-31.7%
CPRT vs BG
+20.1%
-51.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.0% |
| 7D | -8.4% | +3.7% | -12.1% | -8.5% |
| 30D | +4.6% | +12.3% | -7.8% | +4.3% |
| 3M | -1.9% | -2.2% | +0.3% | -1.8% |
| 6M | -15.3% | +5.3% | -20.6% | -15.5% |
| YTD | -21.5% | +42.4% | -63.9% | -22.9% |
| 1Y | -36.6% | +55.2% | -91.8% | -38.1% |
| All | -31.7% | +20.1% | -51.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling