+45.1%
BMY vs CPRT
-33.0%
+78.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.9% |
| 7D | -3.3% | +0.4% | -3.7% | -3.3% |
| 30D | 0.0% | +9.9% | -10.0% | -0.9% |
| 3M | +17.7% | +5.6% | +12.1% | +16.8% |
| 6M | +9.6% | -13.6% | +23.2% | +10.5% |
| YTD | +24.0% | -16.7% | +40.7% | +25.3% |
| 1Y | +45.1% | -33.1% | +78.2% | +59.7% |
| All | +45.1% | -33.0% | +78.1% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling