+1,385.6%
CPRT vs BUD
+218.9%
+1,166.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.1% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +18.8% | +10.0% | +8.7% | +15.4% |
| 3M | +9.4% | +1.6% | +7.8% | +8.9% |
| 6M | -4.4% | +6.5% | -10.9% | -6.3% |
| YTD | -17.1% | +34.8% | -52.0% | -24.9% |
| 1Y | -19.9% | +36.5% | -56.4% | -27.8% |
| 3Y | -30.5% | +49.0% | -79.5% | -40.1% |
| 5Y | -15.9% | +51.7% | -67.6% | -28.9% |
| 10Y | +386.7% | -7.5% | +394.2% | +349.7% |
| All | +1,385.6% | +218.9% | +1,166.7% | +732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling