+687.0%
CPRT vs BURL
+1,021.0%
-334.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.7% | -2.7% | +3.3% |
| 7D | +12.6% | +10.4% | +2.2% | +10.1% |
| 30D | +18.0% | -4.9% | +22.9% | +19.3% |
| 3M | +11.0% | -29.8% | +40.7% | +19.5% |
| 6M | -2.0% | -16.5% | +14.4% | +0.9% |
| YTD | -16.7% | -10.5% | -6.1% | -15.9% |
| 1Y | -23.9% | -5.3% | -18.6% | -24.5% |
| 3Y | -29.0% | +95.1% | -124.0% | -42.4% |
| 5Y | -16.0% | -12.1% | -3.9% | -21.0% |
| 10Y | +413.8% | +273.2% | +140.6% | +258.1% |
| All | +687.0% | +1,021.0% | -334.0% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling