+387.6%
CPRT vs BND
+15.0%
+372.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | -8.4% | -0.9% | -7.5% | -7.9% |
| 30D | +4.6% | -1.0% | +5.5% | +5.3% |
| 3M | -1.9% | -1.2% | -0.7% | -1.1% |
| 6M | -15.3% | -2.0% | -13.3% | -14.2% |
| YTD | -21.5% | -1.2% | -20.3% | -20.8% |
| 1Y | -36.6% | -0.5% | -36.2% | -36.4% |
| 3Y | -31.2% | +12.4% | -43.6% | -35.9% |
| 5Y | -14.1% | -2.5% | -11.6% | -16.2% |
| All | +387.6% | +15.0% | +372.6% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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