+77,094.7%
ASML vs CPRT
+16,529.7%
+60,565.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.2% |
| 7D | -19.0% | +9.9% | -29.0% | -21.6% |
| 30D | -25.9% | +21.1% | -47.0% | -30.6% |
| 3M | -19.1% | +12.3% | -31.4% | -23.0% |
| 6M | -5.7% | -2.0% | -3.7% | -7.7% |
| YTD | +27.6% | -17.0% | +44.6% | +31.1% |
| 1Y | +30.8% | -22.5% | +53.3% | +37.2% |
| 3Y | +116.2% | -29.3% | +145.5% | +132.4% |
| 5Y | +67.7% | -15.6% | +83.3% | +72.5% |
| 10Y | +1,355.3% | +411.6% | +943.7% | +813.0% |
| All | +77,094.7% | +16,529.7% | +60,565.0% | +27,837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling