+959.0%
CPRT vs BTG
+332.2%
+626.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.4% | -9.1% | +8.7% | 0.0% |
| 30D | +21.2% | -1.6% | +22.8% | +21.2% |
| 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% | -19.6% |
| 1Y | -23.5% | +21.3% | -44.8% | -24.7% |
| 3Y | -34.2% | +82.7% | -116.8% | -36.9% |
| 5Y | -18.2% | +30.8% | -49.0% | -21.0% |
| 10Y | +370.9% | +163.7% | +207.2% | +337.6% |
| All | +959.0% | +332.2% | +626.8% | +808.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling