+361.5%
CPRT vs BTG
+164.8%
+196.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.4% | -9.1% | +8.7% | +0.2% |
| 30D | +21.2% | -1.6% | +22.8% | +21.1% |
| 3M | +8.3% | -2.8% | +11.1% | +8.3% |
| 6M | -3.4% | -7.6% | +4.2% | -3.4% |
| YTD | -18.7% | +10.2% | -28.9% | -20.0% |
| 1Y | -23.5% | +21.3% | -44.8% | -25.2% |
| 3Y | -34.2% | +82.7% | -116.8% | -38.2% |
| 5Y | -18.2% | +30.8% | -49.0% | -22.4% |
| All | +361.5% | +164.8% | +196.6% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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