+385.2%
CPRT vs BWA
+95.2%
+290.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | 0.0% |
| 7D | +4.0% | -2.4% | +6.4% | +4.5% |
| 30D | +18.2% | -17.7% | +35.9% | +23.9% |
| 3M | +9.2% | -27.0% | +36.1% | +17.5% |
| 6M | -4.8% | -17.3% | +12.5% | -2.1% |
| YTD | -17.5% | +12.9% | -30.4% | -24.1% |
| 1Y | -22.0% | +12.9% | -34.9% | -28.4% |
| 3Y | -33.7% | +62.1% | -95.8% | -47.2% |
| 5Y | -15.0% | +30.7% | -45.7% | -29.5% |
| 10Y | +385.2% | +89.2% | +296.0% | +219.1% |
| All | +385.2% | +95.2% | +290.0% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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