+46.1%
ASML vs CPRT
-24.7%
+70.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -1.8% |
| 7D | -10.0% | +12.6% | -22.7% | -6.0% |
| 30D | -19.4% | +18.0% | -37.4% | -14.4% |
| 3M | -12.5% | +11.0% | -23.4% | -8.3% |
| 6M | +8.2% | -2.0% | +10.2% | +13.7% |
| YTD | +40.7% | -16.7% | +57.4% | +47.8% |
| 1Y | +46.1% | -23.9% | +70.0% | +55.5% |
| All | +46.1% | -24.7% | +70.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling