+425.5%
CPRT vs BURL
+215.5%
+210.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | +2.2% | -2.8% | +5.0% | +2.9% |
| 30D | +16.6% | -28.2% | +44.8% | +25.9% |
| 3M | +9.6% | -17.6% | +27.2% | +14.3% |
| 6M | -11.1% | -11.8% | +0.7% | -9.5% |
| YTD | -13.9% | -8.1% | -5.7% | -13.3% |
| 1Y | -32.5% | -12.0% | -20.6% | -31.9% |
| 3Y | -25.0% | +63.3% | -88.3% | -37.4% |
| 5Y | -7.4% | -10.8% | +3.4% | -13.2% |
| All | +425.5% | +215.5% | +210.1% | +318.3% |
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