-34.2%
CPRT vs BDX
+25.0%
-59.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.4% | +2.9% | -3.3% | -1.2% |
| 30D | +21.2% | +15.4% | +5.7% | +16.6% |
| 3M | +8.3% | +20.5% | -12.2% | +3.1% |
| 6M | -3.4% | +53.2% | -56.6% | -12.7% |
| YTD | -18.7% | +45.7% | -64.4% | -26.1% |
| 1Y | -23.5% | +47.3% | -70.8% | -30.6% |
| 3Y | -34.2% | +25.1% | -59.2% | -39.2% |
| All | -34.2% | +25.0% | -59.1% | -39.2% |
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