+20,901.8%
CPRT vs BWA
+1,938.1%
+18,963.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.5% | +7.3% | -8.8% | -3.3% |
| 30D | +21.3% | -15.8% | +37.1% | +26.5% |
| 3M | +10.4% | -25.7% | +36.1% | +18.4% |
| 6M | -4.3% | -19.6% | +15.3% | -0.5% |
| YTD | -18.3% | +14.1% | -32.3% | -24.1% |
| 1Y | -22.5% | +12.2% | -34.6% | -27.8% |
| 3Y | -34.3% | +63.8% | -98.2% | -46.0% |
| 5Y | -17.8% | +28.7% | -46.5% | -29.2% |
| 10Y | +373.4% | +95.8% | +277.6% | +242.2% |
| All | +20,901.8% | +1,938.1% | +18,963.7% | +9,415.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling