+244.4%
AVGO vs CPRT
-30.7%
+275.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.9% |
| 7D | -9.9% | +6.0% | -16.0% | -10.6% |
| 30D | -22.0% | +20.0% | -42.0% | -24.0% |
| 3M | -30.0% | +10.1% | -40.2% | -31.6% |
| 6M | -30.7% | -4.3% | -26.4% | -29.5% |
| YTD | -14.7% | -18.4% | +3.7% | -7.3% |
| 1Y | -16.8% | -20.1% | +3.3% | -9.1% |
| 3Y | +244.4% | -30.4% | +274.8% | +271.3% |
| All | +244.4% | -30.7% | +275.1% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling