+385.2%
CPRT vs BURL
+247.8%
+137.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +4.0% | +5.9% | -1.9% | +2.6% |
| 30D | +18.2% | -8.3% | +26.5% | +20.6% |
| 3M | +9.2% | -31.6% | +40.8% | +18.9% |
| 6M | -4.8% | -16.6% | +11.8% | -1.8% |
| YTD | -17.5% | -12.1% | -5.4% | -16.3% |
| 1Y | -22.0% | -10.0% | -12.0% | -21.8% |
| 3Y | -33.7% | +94.3% | -128.0% | -47.2% |
| 5Y | -15.0% | -13.2% | -1.8% | -19.9% |
| 10Y | +385.2% | +252.5% | +132.7% | +288.5% |
| All | +385.2% | +247.8% | +137.3% | +288.5% |
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