-33.4%
CPRT vs BROS
-30.1%
-3.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | -0.4% | -6.6% | +6.2% | +0.3% |
| 30D | +8.2% | -12.3% | +20.6% | +9.6% |
| 3M | +2.3% | -22.2% | +24.5% | +4.2% |
| 6M | -14.7% | -14.3% | -0.5% | -14.9% |
| YTD | -18.2% | -26.6% | +8.4% | -17.3% |
| 1Y | -33.4% | -31.5% | -1.9% | -31.1% |
| All | -33.4% | -30.1% | -3.3% | -31.1% |
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