+691.7%
AVGO vs CPRT
-7.1%
+698.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.0% | +2.2% | -5.2% | -4.0% |
| 30D | -14.4% | +16.6% | -31.1% | -20.9% |
| 3M | -14.4% | +9.6% | -24.0% | -19.6% |
| 6M | +13.1% | -11.1% | +24.3% | +19.0% |
| YTD | +3.8% | -13.9% | +17.7% | +10.4% |
| 1Y | +17.8% | -32.5% | +50.3% | +45.5% |
| 3Y | +325.3% | -25.0% | +350.3% | +376.1% |
| All | +691.7% | -7.1% | +698.8% | +629.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling