+415.3%
CPRT vs BP
+126.3%
+289.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.8% | -3.8% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +9.9% | +9.1% | +0.8% | +7.8% |
| 3M | +5.6% | +3.9% | +1.7% | +4.4% |
| 6M | -13.6% | +13.6% | -27.2% | -16.8% |
| YTD | -16.7% | +34.0% | -50.8% | -23.0% |
| 1Y | -33.1% | +39.2% | -72.3% | -38.9% |
| 3Y | -27.1% | +36.4% | -63.5% | -34.0% |
| 5Y | -9.9% | +135.8% | -145.7% | -31.9% |
| 10Y | +415.3% | +125.0% | +290.3% | +278.8% |
| All | +415.3% | +126.3% | +289.1% | +278.8% |
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