+2,616.7%
CPRT vs BG
+1,185.2%
+1,431.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -4.2% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | +9.9% | +15.0% | -5.1% | +6.6% |
| 3M | +5.6% | -0.7% | +6.3% | +5.3% |
| 6M | -13.6% | +7.5% | -21.1% | -15.6% |
| YTD | -16.7% | +41.6% | -58.3% | -23.4% |
| 1Y | -33.1% | +50.7% | -83.8% | -39.6% |
| 3Y | -27.1% | +20.3% | -47.3% | -31.9% |
| 5Y | -9.9% | +85.2% | -95.1% | -25.4% |
| 10Y | +415.3% | +160.6% | +254.7% | +275.3% |
| All | +2,616.7% | +1,185.2% | +1,431.5% | +1,144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling