+374.9%
CPRT vs BLK
+283.5%
+91.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.5% |
| 7D | -11.2% | -3.3% | -7.9% | -9.6% |
| 30D | +3.3% | -6.5% | +9.8% | +7.0% |
| 3M | -3.6% | +6.7% | -10.3% | -7.5% |
| 6M | -15.8% | +14.7% | -30.5% | -22.7% |
| YTD | -23.5% | +2.5% | -26.0% | -25.7% |
| 1Y | -38.8% | -2.8% | -36.0% | -39.1% |
| 3Y | -33.4% | +65.9% | -99.3% | -52.3% |
| 5Y | -16.4% | +33.0% | -49.3% | -33.4% |
| All | +374.9% | +283.5% | +91.4% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling