-9.8%
CPRT vs BND
-1.8%
-8.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | +8.2% | -0.2% | +8.5% | +8.5% |
| 3M | +2.3% | -0.7% | +3.0% | +2.9% |
| 6M | -14.7% | -1.7% | -13.1% | -13.6% |
| YTD | -18.2% | -0.5% | -17.7% | -17.8% |
| 1Y | -33.4% | +0.4% | -33.7% | -33.5% |
| 3Y | -28.3% | +13.1% | -41.5% | -35.5% |
| 5Y | -9.8% | -2.1% | -7.7% | -15.1% |
| All | -9.8% | -1.8% | -8.0% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling