-21.9%
CPRT vs BROS
-37.5%
+15.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | +4.0% | -19.0% | +23.0% | +5.9% |
| 30D | +18.2% | -7.3% | +25.5% | +18.6% |
| 3M | +9.2% | -31.2% | +40.4% | +12.5% |
| 6M | -4.8% | -33.0% | +28.2% | -2.4% |
| YTD | -17.5% | -42.4% | +24.9% | -16.2% |
| All | -21.9% | -37.5% | +15.6% | -21.3% |
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 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