+361.5%
CPRT vs BDX
+95.1%
+266.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.4% | +2.9% | -3.3% | -1.3% |
| 30D | +21.2% | +15.4% | +5.7% | +15.8% |
| 3M | +8.3% | +20.5% | -12.2% | +2.1% |
| 6M | -3.4% | +53.2% | -56.6% | -15.4% |
| YTD | -18.7% | +45.7% | -64.4% | -28.1% |
| 1Y | -23.5% | +47.3% | -70.8% | -32.6% |
| 3Y | -34.2% | +25.1% | -59.2% | -40.0% |
| 5Y | -18.2% | +27.4% | -45.6% | -27.0% |
| All | +361.5% | +95.1% | +266.4% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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