-33.4%
CPRT vs BLK
+66.0%
-99.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.2% |
| 7D | -11.2% | -3.3% | -7.9% | -10.1% |
| 30D | +3.3% | -6.5% | +9.8% | +5.8% |
| 3M | -3.6% | +6.7% | -10.3% | -6.4% |
| 6M | -15.8% | +14.7% | -30.5% | -20.8% |
| YTD | -23.5% | +2.5% | -26.0% | -25.0% |
| 1Y | -38.8% | -2.8% | -36.0% | -38.8% |
| 3Y | -33.4% | +65.9% | -99.3% | -50.6% |
| All | -33.4% | +66.0% | -99.4% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling