-17.8%
CPRT vs BIDU
-53.5%
+35.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.2% |
| 7D | -1.5% | -2.3% | +0.8% | -1.2% |
| 30D | +21.4% | -7.3% | +28.6% | +22.3% |
| 3M | +10.4% | -26.0% | +36.3% | +13.9% |
| 6M | -4.3% | -44.5% | +40.2% | +1.6% |
| YTD | -18.3% | -40.6% | +22.3% | -14.5% |
| 1Y | -22.5% | -39.8% | +17.3% | -19.2% |
| 3Y | -34.3% | -26.7% | -7.6% | -35.5% |
| 5Y | -17.8% | -54.5% | +36.7% | -14.2% |
| All | -17.8% | -53.5% | +35.7% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling