-23.5%
CPRT vs BTI
+18.0%
-41.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -0.4% | +1.6% | -2.0% | -0.8% |
| 30D | +21.2% | +9.2% | +11.9% | +18.8% |
| 3M | +8.3% | +9.6% | -1.3% | +6.0% |
| 6M | -3.4% | -2.4% | -0.9% | -4.7% |
| YTD | -18.7% | +14.2% | -32.9% | -21.3% |
| 1Y | -23.5% | +20.3% | -43.8% | -27.3% |
| All | -23.5% | +18.0% | -41.6% | -27.3% |
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