-30.5%
CPRT vs BROS
+32.8%
-63.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.1% | +1.0% |
| 7D | +1.6% | -17.9% | +19.5% | +3.2% |
| 30D | +18.8% | -5.4% | +24.1% | +19.0% |
| 3M | +9.4% | -32.1% | +41.5% | +12.7% |
| 6M | -4.4% | -31.7% | +27.3% | -2.0% |
| YTD | -17.1% | -41.2% | +24.1% | -14.4% |
| 1Y | -19.9% | -32.6% | +12.7% | -18.3% |
| 3Y | -30.5% | +32.7% | -63.2% | -33.7% |
| All | -30.5% | +32.8% | -63.3% | -33.7% |
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