+1,677.7%
CPRT vs BIL
+30.4%
+1,647.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.5% |
| 30D | +16.6% | +0.3% | +16.3% | +17.9% |
| 3M | +9.6% | +0.9% | +8.6% | +13.1% |
| 6M | -11.1% | +1.8% | -13.0% | -5.5% |
| YTD | -13.9% | +2.4% | -16.3% | -6.5% |
| 1Y | -32.5% | +3.7% | -36.2% | -23.7% |
| 3Y | -25.0% | +14.2% | -39.2% | +15.6% |
| 5Y | -7.4% | +19.4% | -26.8% | +65.6% |
| 10Y | +422.0% | +25.2% | +396.8% | +999.6% |
| All | +1,677.7% | +30.4% | +1,647.3% | +4,184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling