+361.5%
CPRT vs BP
+143.9%
+217.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.4% | +3.8% | -4.2% | -1.1% |
| 30D | +21.2% | -5.3% | +26.5% | +22.3% |
| 3M | +8.3% | +9.3% | -1.0% | +5.9% |
| 6M | -3.4% | +7.2% | -10.6% | -5.6% |
| YTD | -18.7% | +38.0% | -56.7% | -25.5% |
| 1Y | -23.5% | +33.2% | -56.7% | -29.4% |
| 3Y | -34.2% | +50.3% | -84.4% | -41.9% |
| 5Y | -18.2% | +114.1% | -132.3% | -36.3% |
| All | +361.5% | +143.9% | +217.6% | +237.1% |
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 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