-22.5%
CPRT vs BP
+30.8%
-53.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.4% |
| 7D | -1.5% | +2.5% | -4.0% | -1.1% |
| 30D | +21.4% | -5.6% | +26.9% | +20.4% |
| 3M | +10.4% | +8.0% | +2.3% | +11.2% |
| 6M | -4.3% | +5.7% | -10.0% | -3.5% |
| YTD | -18.3% | +36.8% | -55.1% | -16.7% |
| 1Y | -22.5% | +30.7% | -53.2% | -21.1% |
| All | -22.5% | +30.8% | -53.3% | -21.1% |
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