-14.1%
CPRT vs BR
+7.7%
-21.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -8.4% | -6.0% | -2.5% | -5.4% |
| 30D | +4.6% | -0.9% | +5.4% | +5.0% |
| 3M | -1.9% | +16.4% | -18.3% | -10.0% |
| 6M | -15.3% | -8.2% | -7.1% | -11.9% |
| YTD | -21.5% | -23.2% | +1.8% | -10.1% |
| 1Y | -36.6% | -30.9% | -5.7% | -22.8% |
| 3Y | -31.2% | -5.0% | -26.2% | -32.3% |
| 5Y | -14.1% | +8.8% | -22.9% | -29.2% |
| All | -14.1% | +7.7% | -21.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling