-34.2%
CPRT vs BR
+14.9%
-49.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -0.4% | +1.1% | -1.5% | -0.9% |
| 30D | +21.2% | +14.4% | +6.8% | +13.7% |
| 3M | +8.3% | +12.4% | -4.1% | +2.4% |
| 6M | -3.4% | +35.4% | -38.8% | -16.0% |
| YTD | -18.7% | -12.2% | -6.5% | -15.0% |
| 1Y | -23.5% | -12.7% | -10.8% | -19.9% |
| 3Y | -34.2% | +14.3% | -48.4% | -41.9% |
| All | -34.2% | +14.9% | -49.1% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling