-18.7%
CPRT vs BTDR
-44.0%
+25.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | -0.4% |
| 7D | -0.4% | -6.9% | +6.5% | -0.3% |
| 30D | +21.2% | -31.5% | +52.7% | +21.8% |
| 3M | +8.3% | -36.1% | +44.4% | +8.9% |
| 6M | -3.4% | -57.6% | +54.3% | -2.3% |
| 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% | -36.3% |
| All | -18.7% | -44.0% | +25.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling