-22.0%
CPRT vs BWA
+13.5%
-35.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.7% |
| 7D | +4.0% | -2.4% | +6.4% | +3.7% |
| 30D | +18.2% | -17.7% | +35.9% | +15.8% |
| 3M | +9.2% | -27.0% | +36.1% | +5.9% |
| 6M | -4.8% | -17.3% | +12.5% | -6.7% |
| YTD | -17.5% | +12.9% | -30.4% | -19.9% |
| 1Y | -22.0% | +12.9% | -34.9% | -24.6% |
| All | -22.0% | +13.5% | -35.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling