+2,660.6%
AVGO vs CPRT
+368.4%
+2,292.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.5% |
| 7D | +18.2% | -0.4% | +18.5% | +18.4% |
| 30D | +0.2% | +21.2% | -20.9% | -9.2% |
| 3M | -16.8% | +8.3% | -25.1% | -21.9% |
| 6M | -16.5% | -3.4% | -13.1% | -18.4% |
| YTD | +0.8% | -18.7% | +19.5% | +7.4% |
| 1Y | +2.8% | -23.5% | +26.3% | +13.1% |
| 3Y | +278.5% | -34.2% | +312.7% | +346.9% |
| 5Y | +573.1% | -18.2% | +591.3% | +585.6% |
| All | +2,660.6% | +368.4% | +2,292.2% | +1,385.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling