+374.9%
CPRT vs BTG
+159.3%
+215.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | -11.2% | -3.8% | -7.4% | -11.0% |
| 30D | +3.3% | +3.6% | -0.3% | +3.1% |
| 3M | -3.6% | +32.0% | -35.6% | -5.4% |
| 6M | -15.8% | +3.4% | -19.1% | -16.4% |
| YTD | -23.5% | +20.8% | -44.3% | -25.0% |
| 1Y | -38.8% | +22.4% | -61.2% | -40.2% |
| 3Y | -33.4% | +91.7% | -125.2% | -37.6% |
| 5Y | -16.4% | +79.0% | -95.4% | -21.9% |
| All | +374.9% | +159.3% | +215.6% | +351.0% |
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