-15.6%
CPRT vs BURL
-15.9%
+0.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +9.9% | +3.5% | +6.4% | +9.1% |
| 30D | +21.1% | -9.3% | +30.4% | +23.7% |
| 3M | +12.3% | -32.1% | +44.5% | +21.9% |
| 6M | -2.0% | -19.8% | +17.8% | +1.8% |
| YTD | -17.0% | -13.2% | -3.9% | -15.8% |
| 1Y | -22.5% | -7.8% | -14.7% | -22.9% |
| 3Y | -29.3% | +89.3% | -118.6% | -43.0% |
| 5Y | -15.6% | -15.8% | +0.2% | -16.2% |
| All | -15.6% | -15.9% | +0.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling