-37.7%
CPRT vs BTSG
+389.4%
-427.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | -11.2% | -3.3% | -7.9% | -10.9% |
| 30D | +3.3% | -1.6% | +4.9% | +3.4% |
| 3M | -3.6% | -6.9% | +3.3% | -3.4% |
| 6M | -15.8% | +42.1% | -57.9% | -19.8% |
| YTD | -23.5% | +56.8% | -80.3% | -28.0% |
| 1Y | -38.8% | +109.8% | -148.6% | -44.3% |
| All | -37.7% | +389.4% | -427.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling