-5.7%
CPRT vs BP
+128.1%
-133.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.2% | +3.9% | -1.7% | +1.8% |
| 30D | +16.6% | +7.6% | +9.0% | +15.9% |
| 3M | +9.6% | +0.7% | +8.9% | +9.4% |
| 6M | -11.1% | +15.5% | -26.6% | -12.9% |
| YTD | -13.9% | +30.8% | -44.7% | -17.0% |
| 1Y | -32.5% | +34.3% | -66.8% | -35.3% |
| 3Y | -25.0% | +35.1% | -60.1% | -28.7% |
| All | -5.7% | +128.1% | -133.8% | -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 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