+31,416.6%
AVGO vs CPRT
+1,429.3%
+29,987.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.0% | +2.2% | -5.2% | -4.2% |
| 30D | -14.4% | +16.6% | -31.1% | -21.7% |
| 3M | -14.4% | +9.6% | -24.0% | -20.4% |
| 6M | +13.1% | -11.1% | +24.3% | +17.1% |
| YTD | +3.8% | -13.9% | +17.7% | +8.5% |
| 1Y | +17.8% | -32.5% | +50.3% | +40.0% |
| 3Y | +325.3% | -25.0% | +350.3% | +371.7% |
| 5Y | +689.9% | -7.4% | +697.3% | +667.4% |
| 10Y | +2,597.0% | +422.0% | +2,175.0% | +953.8% |
| All | +31,416.6% | +1,429.3% | +29,987.4% | +6,953.7% |
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 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