-14.1%
CPRT vs BNS
+92.5%
-106.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | -8.4% | -2.2% | -6.2% | -7.6% |
| 30D | +4.6% | +4.5% | +0.1% | +2.6% |
| 3M | -1.9% | +14.9% | -16.8% | -8.1% |
| 6M | -15.3% | +32.5% | -47.8% | -25.9% |
| YTD | -21.5% | +28.6% | -50.1% | -30.5% |
| 1Y | -36.6% | +48.4% | -85.0% | -47.8% |
| 3Y | -31.2% | +130.8% | -162.0% | -55.7% |
| 5Y | -14.1% | +94.8% | -108.9% | -39.1% |
| All | -14.1% | +92.5% | -106.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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