-14.1%
CPRT vs BLK
+29.1%
-43.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -8.4% | -5.2% | -3.3% | -6.0% |
| 30D | +4.6% | -7.0% | +11.6% | +8.4% |
| 3M | -1.9% | +5.7% | -7.6% | -5.2% |
| 6M | -15.3% | +11.0% | -26.3% | -20.6% |
| YTD | -21.5% | +0.9% | -22.3% | -22.9% |
| 1Y | -36.6% | -1.6% | -35.0% | -37.3% |
| 3Y | -31.2% | +64.5% | -95.7% | -51.2% |
| 5Y | -14.1% | +30.9% | -45.0% | -29.9% |
| All | -14.1% | +29.1% | -43.2% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling