-18.7%
CPRT vs BIL
+20.3%
-38.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +21.2% | +0.3% | +20.8% | +20.9% |
| 3M | +8.3% | +1.0% | +7.3% | +7.7% |
| 6M | -3.4% | +1.9% | -5.2% | -3.9% |
| YTD | -18.7% | +3.2% | -21.9% | -18.8% |
| 1Y | -23.5% | +3.7% | -27.2% | -23.7% |
| 3Y | -34.2% | +13.8% | -48.0% | -42.1% |
| All | -18.7% | +20.3% | -38.9% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling