-32.5%
CPRT vs BUD
+36.8%
-69.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +16.6% | -5.7% | +22.3% | +17.2% |
| 3M | +9.6% | +3.1% | +6.5% | +9.6% |
| 6M | -11.1% | +7.9% | -19.0% | -11.7% |
| YTD | -13.9% | +27.3% | -41.2% | -16.6% |
| 1Y | -32.5% | +37.8% | -70.3% | -35.2% |
| All | -32.5% | +36.8% | -69.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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