-40.3%
CPRT vs BIYA
-99.8%
+59.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -0.4% | +2.7% | -3.1% | -0.4% |
| 30D | +8.2% | -16.7% | +24.9% | +8.4% |
| 3M | +2.3% | -74.6% | +76.9% | +1.8% |
| 6M | -14.7% | -85.4% | +70.6% | -14.8% |
| YTD | -18.2% | -94.2% | +76.0% | -18.5% |
| 1Y | -33.4% | -98.6% | +65.2% | -33.5% |
| All | -40.3% | -99.8% | +59.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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