-36.6%
CPRT vs BTSG
+119.4%
-156.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.6% | +2.6% | -3.6% |
| 7D | -8.4% | -5.8% | -2.6% | -8.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.7% |
| 3M | -1.9% | -4.5% | +2.5% | -2.3% |
| 6M | -15.3% | +40.0% | -55.3% | -19.6% |
| YTD | -21.5% | +54.6% | -76.0% | -26.0% |
| 1Y | -36.6% | +106.1% | -142.7% | -42.4% |
| All | -36.6% | +119.4% | -156.0% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling