+1,584.3%
CPRT vs BIL
+30.4%
+1,554.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.0% |
| 3M | +10.1% | +0.3% | +9.8% | +11.3% |
| 6M | -4.3% | +1.2% | -5.6% | -0.3% |
| YTD | -18.4% | +2.5% | -20.8% | -11.4% |
| 1Y | -20.1% | +3.0% | -23.1% | -11.6% |
| 3Y | -30.4% | +13.2% | -43.6% | +4.2% |
| 5Y | -17.0% | +19.4% | -36.4% | +48.6% |
| 10Y | +403.2% | +25.2% | +378.1% | +959.5% |
| All | +1,584.3% | +30.4% | +1,554.0% | +3,959.2% |
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