-15.5%
CPRT vs BTDR
+15.3%
-30.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.9% |
| 7D | -8.4% | -3.2% | -5.2% | -8.4% |
| 30D | +4.6% | +32.7% | -28.1% | +4.0% |
| 3M | -1.9% | -28.4% | +26.4% | -1.5% |
| 6M | -15.3% | +51.7% | -67.0% | -16.6% |
| YTD | -21.5% | +2.9% | -24.3% | -22.1% |
| 1Y | -36.6% | -15.5% | -21.2% | -37.2% |
| 3Y | -31.2% | 0.0% | -31.2% | -34.1% |
| 5Y | -14.1% | +16.5% | -30.6% | -17.4% |
| All | -15.5% | +15.3% | -30.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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