+392.8%
CPRT vs BURL
+252.7%
+140.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +6.0% | +4.1% | +2.0% | +5.0% |
| 30D | +20.0% | -9.5% | +29.5% | +22.9% |
| 3M | +10.1% | -33.5% | +43.6% | +20.8% |
| 6M | -4.3% | -22.1% | +17.8% | +0.4% |
| YTD | -18.4% | -14.6% | -3.8% | -16.7% |
| 1Y | -20.1% | -8.4% | -11.7% | -20.3% |
| 3Y | -30.4% | +86.6% | -117.0% | -44.0% |
| 5Y | -17.0% | -17.2% | +0.2% | -20.9% |
| All | +392.8% | +252.7% | +140.1% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling