-23.9%
CPRT vs BP
+35.3%
-59.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.2% | +9.2% | +4.4% |
| 7D | +12.6% | -8.4% | +21.0% | +11.4% |
| 30D | +18.0% | +2.2% | +15.8% | +17.9% |
| 3M | +11.0% | +8.8% | +2.2% | +11.8% |
| 6M | -2.0% | -0.5% | -1.5% | -1.6% |
| YTD | -16.7% | +36.2% | -52.9% | -15.5% |
| 1Y | -23.9% | +36.6% | -60.4% | -23.1% |
| All | -23.9% | +35.3% | -59.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling