-5.7%
CPRT vs BUD
+46.3%
-52.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +16.6% | -5.7% | +22.3% | +18.5% |
| 3M | +9.6% | +3.1% | +6.5% | +8.6% |
| 6M | -11.1% | +7.9% | -19.0% | -13.3% |
| YTD | -13.9% | +27.3% | -41.2% | -20.5% |
| 1Y | -32.5% | +37.8% | -70.3% | -39.4% |
| 3Y | -25.0% | +49.8% | -74.9% | -36.4% |
| All | -5.7% | +46.3% | -52.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling