+374.9%
CPRT vs BR
+189.7%
+185.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -11.2% | -3.0% | -8.2% | -9.6% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | -3.6% | +17.3% | -20.9% | -12.3% |
| 6M | -15.8% | -6.7% | -9.1% | -13.1% |
| YTD | -23.5% | -23.4% | -0.1% | -12.0% |
| 1Y | -38.8% | -32.7% | -6.1% | -24.0% |
| 3Y | -33.4% | -5.9% | -27.5% | -33.5% |
| 5Y | -16.4% | +8.4% | -24.8% | -25.1% |
| All | +374.9% | +189.7% | +185.2% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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