-25.4%
CPRT vs BIL
+14.1%
-39.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.3% |
| 30D | +16.6% | +0.3% | +16.3% | +17.1% |
| 3M | +9.6% | +0.9% | +8.6% | +11.4% |
| 6M | -11.1% | +1.8% | -13.0% | -7.1% |
| YTD | -13.9% | +2.4% | -16.3% | -7.7% |
| 1Y | -32.5% | +3.7% | -36.2% | -24.2% |
| All | -25.4% | +14.1% | -39.5% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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