-27.1%
CPRT vs BTI
+113.6%
-140.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.3% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | +9.9% | -7.0% | +17.0% | +11.0% |
| 3M | +5.6% | -6.3% | +12.0% | +6.7% |
| 6M | -13.6% | -2.0% | -11.6% | -13.2% |
| YTD | -16.7% | +0.2% | -16.9% | -16.8% |
| 1Y | -33.1% | +3.8% | -36.9% | -33.5% |
| 3Y | -27.1% | +112.1% | -139.1% | -37.2% |
| All | -27.1% | +113.6% | -140.7% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling