-28.8%
CPRT vs BDX
-9.0%
-19.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -0.4% | -3.6% | +3.1% | +0.5% |
| 30D | +8.2% | +0.7% | +7.6% | +8.1% |
| 3M | +2.3% | +19.0% | -16.7% | -1.6% |
| 6M | -14.7% | +10.8% | -25.5% | -17.0% |
| YTD | -18.2% | +20.1% | -38.3% | -21.7% |
| 1Y | -33.4% | +23.1% | -56.4% | -36.5% |
| All | -28.8% | -9.0% | -19.8% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling