-39.8%
CPRT vs BIYA
-99.9%
+60.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.5% |
| 7D | +4.0% | -4.1% | +8.1% | +4.0% |
| 30D | +18.2% | -35.5% | +53.7% | +18.5% |
| 3M | +9.2% | -56.3% | +65.5% | +9.5% |
| 6M | -4.8% | -88.7% | +83.8% | -4.7% |
| YTD | -17.5% | -97.0% | +79.5% | -17.7% |
| 1Y | -22.0% | -98.7% | +76.7% | -22.7% |
| All | -39.8% | -99.9% | +60.1% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling