+62.0%
BMY vs CPRT
+411.2%
-349.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | 0.0% | +9.9% | -10.0% | -1.7% |
| 3M | +17.7% | +5.6% | +12.1% | +16.2% |
| 6M | +9.6% | -13.6% | +23.2% | +11.9% |
| YTD | +24.0% | -16.7% | +40.7% | +27.2% |
| 1Y | +45.1% | -33.1% | +78.2% | +54.6% |
| 3Y | +22.5% | -27.1% | +49.5% | +26.8% |
| 5Y | +22.3% | -9.9% | +32.2% | +19.5% |
| 10Y | +62.0% | +415.3% | -353.3% | +11.6% |
| All | +62.0% | +411.2% | -349.2% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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