+387.6%
CPRT vs BIDU
-49.1%
+436.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | -8.4% | -5.2% | -3.2% | -7.7% |
| 30D | +4.6% | -14.5% | +19.1% | +7.0% |
| 3M | -1.9% | -22.9% | +20.9% | +1.6% |
| 6M | -15.3% | -27.8% | +12.5% | -11.9% |
| YTD | -21.5% | -30.7% | +9.2% | -18.2% |
| 1Y | -36.6% | -15.8% | -20.8% | -37.0% |
| 3Y | -31.2% | -33.2% | +2.0% | -30.4% |
| 5Y | -14.1% | -44.8% | +30.7% | -14.8% |
| All | +387.6% | -49.1% | +436.7% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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