-17.1%
CPRT vs BIL
+19.4%
-36.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.5% |
| 7D | +6.0% | -0.3% | +6.3% | +5.1% |
| 30D | +20.0% | 0.0% | +20.0% | +18.9% |
| 3M | +10.1% | +0.3% | +9.8% | +8.8% |
| 6M | -4.3% | +1.2% | -5.6% | -5.3% |
| YTD | -18.4% | +2.5% | -20.8% | -18.9% |
| 1Y | -20.1% | +3.0% | -23.1% | -20.6% |
| 3Y | -30.4% | +13.2% | -43.6% | -38.8% |
| All | -17.1% | +19.4% | -36.5% | -47.8% |
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