-14.1%
CPRT vs BROS
+3.7%
-17.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.1% |
| 7D | -1.5% | -2.5% | +1.0% | -1.2% |
| 30D | +21.4% | -11.2% | +32.6% | +22.7% |
| 3M | +10.4% | -33.9% | +44.3% | +15.7% |
| 6M | -4.3% | -33.5% | +29.2% | -0.4% |
| YTD | -18.3% | -44.9% | +26.7% | -13.4% |
| 1Y | -22.5% | -41.5% | +19.0% | -18.6% |
| 3Y | -34.3% | +22.4% | -56.8% | -40.7% |
| 5Y | -17.8% | -45.7% | +27.9% | -21.8% |
| All | -14.1% | +3.7% | -17.8% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling