-9.9%
CPRT vs BN
+35.3%
-45.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.3% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | +9.9% | -10.9% | +20.8% | +15.0% |
| 3M | +5.6% | -11.1% | +16.7% | +10.5% |
| 6M | -13.6% | -4.4% | -9.3% | -12.9% |
| YTD | -16.7% | -14.1% | -2.6% | -12.6% |
| 1Y | -33.1% | -11.1% | -22.1% | -31.3% |
| 3Y | -27.1% | +75.6% | -102.6% | -47.6% |
| 5Y | -9.9% | +35.8% | -45.7% | -26.0% |
| All | -9.9% | +35.3% | -45.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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