-23.9%
CPRT vs BROS
-18.6%
-5.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.9% |
| 7D | +12.6% | +2.5% | +10.2% | +12.3% |
| 30D | +18.0% | +15.1% | +2.9% | +15.9% |
| 3M | +11.0% | -31.4% | +42.3% | +14.4% |
| 6M | -2.0% | -22.6% | +20.6% | -0.6% |
| YTD | -16.7% | -28.1% | +11.5% | -16.2% |
| 1Y | -23.9% | -20.3% | -3.6% | -25.1% |
| All | -23.9% | -18.6% | -5.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling