+1,802.4%
CPRT vs BR
+1,321.0%
+481.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.9% |
| 7D | +2.2% | -5.3% | +7.5% | +4.7% |
| 30D | +16.6% | +6.4% | +10.2% | +13.3% |
| 3M | +9.6% | +13.6% | -4.1% | +3.3% |
| 6M | -11.1% | -6.7% | -4.4% | -9.0% |
| YTD | -13.9% | -21.1% | +7.2% | -5.4% |
| 1Y | -32.5% | -29.6% | -3.0% | -22.1% |
| 3Y | -25.0% | -2.4% | -22.7% | -25.7% |
| 5Y | -7.4% | +11.2% | -18.6% | -14.1% |
| 10Y | +422.0% | +191.8% | +230.2% | +231.8% |
| All | +1,802.4% | +1,321.0% | +481.4% | +616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling