-33.1%
CPRT vs BP
+38.1%
-71.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.8% | -3.0% |
| 7D | +0.4% | +0.9% | -0.5% | +0.6% |
| 30D | +9.9% | +9.1% | +0.8% | +11.3% |
| 3M | +5.6% | +3.9% | +1.7% | +6.5% |
| 6M | -13.6% | +13.6% | -27.2% | -12.6% |
| YTD | -16.7% | +34.0% | -50.8% | -14.3% |
| 1Y | -33.1% | +39.2% | -72.3% | -30.3% |
| All | -33.1% | +38.1% | -71.2% | -30.3% |
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 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