+20,084.6%
CPRT vs BRO
+12,547.3%
+7,537.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -8.4% | -8.6% | +0.2% | -5.6% |
| 30D | +4.6% | -6.9% | +11.5% | +7.1% |
| 3M | -1.9% | +10.5% | -12.4% | -5.2% |
| 6M | -15.3% | -2.8% | -12.5% | -14.8% |
| YTD | -21.5% | -16.1% | -5.3% | -17.1% |
| 1Y | -36.6% | -27.6% | -9.0% | -29.9% |
| 3Y | -31.2% | -7.3% | -23.9% | -30.7% |
| 5Y | -14.1% | +19.0% | -33.1% | -20.8% |
| 10Y | +391.9% | +292.7% | +99.2% | +220.6% |
| All | +20,084.6% | +12,547.3% | +7,537.3% | +7,134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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