+1,559.1%
BMY vs CPRT
+23,878.7%
-22,319.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +0.4% | +2.2% | -1.9% | +0.1% |
| 30D | +5.0% | +16.6% | -11.6% | +3.2% |
| 3M | +19.4% | +9.6% | +9.8% | +18.0% |
| 6M | +9.5% | -11.1% | +20.7% | +10.6% |
| YTD | +28.1% | -13.9% | +41.9% | +29.6% |
| 1Y | +50.0% | -32.5% | +82.5% | +55.7% |
| 3Y | +24.1% | -25.0% | +49.1% | +26.7% |
| 5Y | +25.0% | -7.4% | +32.4% | +23.6% |
| 10Y | +68.7% | +422.0% | -353.3% | +38.3% |
| All | +1,559.1% | +23,878.7% | -22,319.6% | +948.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling