-34.0%
CPRT vs BTI
+1.8%
-35.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | -0.4% | -2.4% | +2.0% | -0.1% |
| 30D | +8.2% | -4.8% | +13.0% | +8.9% |
| 3M | +2.3% | -8.1% | +10.4% | +3.7% |
| 6M | -14.7% | -4.2% | -10.6% | -13.2% |
| YTD | -18.2% | -1.3% | -16.9% | -18.0% |
| All | -34.0% | +1.8% | -35.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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