-27.1%
CPRT vs BROS
+64.7%
-91.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +9.9% | -13.5% | +23.4% | +11.3% |
| 3M | +5.6% | -18.4% | +24.1% | +7.1% |
| 6M | -13.6% | -10.6% | -3.0% | -13.5% |
| YTD | -16.7% | -25.1% | +8.3% | -15.4% |
| 1Y | -33.1% | -28.6% | -4.5% | -31.9% |
| 3Y | -27.1% | +65.6% | -92.6% | -33.3% |
| All | -27.1% | +64.7% | -91.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling