-38.8%
CPRT vs BTG
+25.2%
-64.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | -11.2% | -3.8% | -7.4% | -10.9% |
| 30D | +3.3% | +3.6% | -0.3% | +3.0% |
| 3M | -3.6% | +32.0% | -35.6% | -5.0% |
| 6M | -15.8% | +3.4% | -19.1% | -16.5% |
| YTD | -23.5% | +20.8% | -44.3% | -24.2% |
| 1Y | -38.8% | +22.4% | -61.2% | -41.9% |
| All | -38.8% | +25.2% | -64.0% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling