-3.4%
CPRT vs BDX
+50.7%
-54.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.3% |
| 7D | -0.4% | +2.9% | -3.3% | -2.4% |
| 30D | +21.2% | +15.4% | +5.7% | +9.7% |
| 3M | +8.3% | +20.5% | -12.2% | -5.0% |
| 6M | -3.4% | +53.2% | -56.6% | -26.3% |
| All | -3.4% | +50.7% | -54.0% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling