+91.2%
BSX vs CPRT
+410.9%
-319.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -7.0% | -0.4% | -6.6% | -6.9% |
| 30D | -10.9% | +8.2% | -19.1% | -14.0% |
| 3M | -8.2% | +2.3% | -10.5% | -9.6% |
| 6M | -37.5% | -14.7% | -22.7% | -33.8% |
| YTD | -52.8% | -18.2% | -34.7% | -49.6% |
| 1Y | -58.4% | -33.4% | -25.0% | -51.7% |
| 3Y | -16.5% | -28.3% | +11.8% | -8.7% |
| 5Y | -1.0% | -9.8% | +8.8% | -5.3% |
| 10Y | +91.2% | +412.4% | -321.1% | -12.9% |
| All | +91.2% | +410.9% | -319.7% | -12.9% |
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 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