+30.8%
ASML vs CPRT
-23.9%
+54.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.5% |
| 7D | -19.0% | +9.9% | -29.0% | -16.1% |
| 30D | -25.9% | +21.1% | -47.0% | -20.7% |
| 3M | -19.1% | +12.3% | -31.4% | -14.8% |
| 6M | -5.7% | -2.0% | -3.7% | -1.1% |
| YTD | +27.6% | -17.0% | +44.6% | +33.9% |
| 1Y | +30.8% | -22.5% | +53.3% | +38.8% |
| All | +30.8% | -23.9% | +54.7% | +38.8% |
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