-34.2%
CPRT vs BTDR
+41.1%
-75.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | -0.3% |
| 7D | -0.4% | -6.9% | +6.5% | -0.3% |
| 30D | +21.2% | -31.5% | +52.7% | +22.0% |
| 3M | +8.3% | -36.1% | +44.4% | +9.1% |
| 6M | -3.4% | -57.6% | +54.3% | -2.1% |
| YTD | -18.7% | -50.0% | +31.3% | -18.4% |
| 1Y | -23.5% | -49.6% | +26.1% | -23.3% |
| 3Y | -34.2% | +48.5% | -82.7% | -38.2% |
| All | -34.2% | +41.1% | -75.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling