-32.2%
CPRT vs BTSG
+421.3%
-453.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -3.6% |
| 7D | +0.4% | +5.7% | -5.3% | -0.1% |
| 30D | +9.9% | +0.2% | +9.7% | +9.8% |
| 3M | +5.6% | +5.6% | 0.0% | +4.5% |
| 6M | -13.6% | +50.8% | -64.4% | -18.2% |
| YTD | -16.7% | +67.0% | -83.8% | -22.1% |
| 1Y | -33.1% | +145.5% | -178.7% | -40.2% |
| All | -32.2% | +421.3% | -453.5% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling