-14.0%
CPRT vs BROS
+38.3%
-52.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | -0.4% | -6.6% | +6.2% | +0.4% |
| 30D | +8.2% | -12.3% | +20.6% | +10.0% |
| 3M | +2.3% | -22.2% | +24.5% | +4.9% |
| 6M | -14.7% | -14.3% | -0.5% | -14.1% |
| YTD | -18.2% | -26.6% | +8.4% | -16.1% |
| 1Y | -33.4% | -31.5% | -1.9% | -31.2% |
| 3Y | -28.3% | +62.3% | -90.6% | -37.4% |
| All | -14.0% | +38.3% | -52.3% | -24.3% |
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