-9.9%
CPRT vs BWA
+88.6%
-98.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.9% |
| 7D | +0.4% | +4.3% | -3.9% | -0.5% |
| 30D | +9.9% | -2.9% | +12.8% | +10.5% |
| 3M | +5.6% | -12.4% | +18.1% | +8.4% |
| 6M | -13.6% | +28.6% | -42.2% | -20.0% |
| YTD | -16.7% | +48.2% | -65.0% | -27.3% |
| 1Y | -33.1% | +50.9% | -84.1% | -42.1% |
| 3Y | -27.1% | +72.2% | -99.2% | -40.8% |
| 5Y | -9.9% | +91.1% | -100.9% | -34.6% |
| All | -9.9% | +88.6% | -98.5% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling