-17.1%
CPRT vs BP
+103.6%
-120.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | +6.0% | -11.6% | +17.7% | +7.0% |
| 30D | +20.0% | 0.0% | +20.0% | +19.8% |
| 3M | +10.1% | +6.7% | +3.4% | +9.2% |
| 6M | -4.3% | +2.2% | -6.5% | -4.8% |
| YTD | -18.4% | +33.0% | -51.4% | -21.7% |
| 1Y | -20.1% | +30.7% | -50.8% | -23.2% |
| 3Y | -30.4% | +44.2% | -74.6% | -34.6% |
| All | -17.1% | +103.6% | -120.7% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling