+1,478.2%
BMY vs CPRT
+22,776.4%
-21,298.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | +9.3% | +21.5% | -12.2% | +7.0% |
| 3M | -0.1% | +9.4% | -9.5% | -1.2% |
| 6M | +15.5% | -3.3% | +18.8% | +15.5% |
| YTD | +21.8% | -17.8% | +39.6% | +23.8% |
| 1Y | +34.9% | -22.2% | +57.1% | +37.9% |
| 3Y | +43.2% | -34.0% | +77.2% | +48.1% |
| 5Y | +30.7% | -15.4% | +46.2% | +30.6% |
| 10Y | +59.3% | +376.0% | -316.7% | +31.8% |
| All | +1,478.2% | +22,776.4% | -21,298.3% | +901.9% |
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