+1,021.9%
CPRT vs BTG
+392.0%
+629.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | +16.6% | +36.8% | -20.2% | +14.9% |
| 3M | +9.6% | +23.1% | -13.5% | +8.4% |
| 6M | -11.1% | +3.5% | -14.6% | -11.6% |
| YTD | -13.9% | +25.5% | -39.4% | -15.2% |
| 1Y | -32.5% | +40.1% | -72.6% | -34.0% |
| 3Y | -25.0% | +101.1% | -126.2% | -28.4% |
| 5Y | -7.4% | +70.6% | -78.0% | -11.5% |
| 10Y | +422.0% | +152.1% | +269.8% | +384.9% |
| All | +1,021.9% | +392.0% | +629.9% | +857.8% |
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