-14.1%
CPRT vs BDX
-3.5%
-10.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.5% |
| 7D | -8.4% | -5.4% | -3.0% | -7.0% |
| 30D | +4.6% | -2.2% | +6.8% | +5.3% |
| 3M | -1.9% | +20.1% | -22.0% | -6.5% |
| 6M | -15.3% | +9.1% | -24.4% | -17.4% |
| YTD | -21.5% | +17.9% | -39.3% | -25.0% |
| 1Y | -36.6% | +22.1% | -58.7% | -40.1% |
| 3Y | -31.2% | -10.5% | -20.7% | -29.9% |
| 5Y | -14.1% | -2.6% | -11.5% | -13.0% |
| All | -14.1% | -3.5% | -10.7% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling