+386.7%
CPRT vs BP
+132.1%
+254.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +1.6% | -6.9% | +8.5% | +3.0% |
| 30D | +18.8% | -3.6% | +22.4% | +19.3% |
| 3M | +9.4% | +8.4% | +1.0% | +7.1% |
| 6M | -4.4% | +5.3% | -9.7% | -6.3% |
| YTD | -17.1% | +33.2% | -50.3% | -23.5% |
| 1Y | -19.9% | +28.2% | -48.1% | -25.5% |
| 3Y | -30.5% | +49.2% | -79.7% | -38.7% |
| 5Y | -15.9% | +102.9% | -118.8% | -33.6% |
| 10Y | +386.7% | +127.7% | +259.0% | +266.3% |
| All | +386.7% | +132.1% | +254.6% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling