-33.4%
CPRT vs BNY
+287.0%
-320.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -11.2% | -1.3% | -9.9% | -10.8% |
| 30D | +3.3% | -0.2% | +3.5% | +3.3% |
| 3M | -3.6% | +14.9% | -18.5% | -8.4% |
| 6M | -15.8% | +40.0% | -55.7% | -25.9% |
| YTD | -23.5% | +42.0% | -65.5% | -33.1% |
| 1Y | -38.8% | +56.9% | -95.6% | -48.5% |
| 3Y | -33.4% | +289.9% | -323.3% | -62.4% |
| All | -33.4% | +287.0% | -320.5% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling