+47.5%
ASML vs CPRT
-22.5%
+70.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.3% |
| 7D | +4.9% | -0.4% | +5.3% | +4.8% |
| 30D | -9.3% | +21.2% | -30.4% | -2.6% |
| 3M | -19.0% | +8.3% | -27.3% | -15.6% |
| 6M | -5.2% | -3.4% | -1.8% | -1.3% |
| YTD | +40.6% | -18.7% | +59.3% | +45.5% |
| 1Y | +47.5% | -23.5% | +71.0% | +52.6% |
| All | +47.5% | -22.5% | +70.0% | +52.6% |
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