-27.1%
CPRT vs BIDU
-32.1%
+5.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.0% | +3.6% | -3.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | +9.9% | -15.6% | +25.6% | +10.2% |
| 3M | +5.6% | -22.3% | +27.9% | +6.2% |
| 6M | -13.6% | -22.3% | +8.6% | -13.4% |
| YTD | -16.7% | -29.2% | +12.4% | -16.3% |
| 1Y | -33.1% | -14.8% | -18.3% | -33.8% |
| 3Y | -27.1% | -31.8% | +4.7% | -24.4% |
| All | -27.1% | -32.1% | +5.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling