+762.7%
AXTI vs CPRT
+368.4%
+394.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | +7.6% | -0.4% | +8.0% | +7.9% |
| 30D | -32.1% | +21.2% | -53.2% | -39.3% |
| 3M | -46.0% | +8.3% | -54.3% | -50.0% |
| 6M | -65.7% | -3.4% | -62.3% | -67.4% |
| YTD | +155.9% | -18.7% | +174.6% | +167.1% |
| 1Y | +300.8% | -23.5% | +324.3% | +334.1% |
| 3Y | +1,981.6% | -34.2% | +2,015.7% | +2,436.6% |
| 5Y | +359.3% | -18.2% | +377.5% | +374.9% |
| All | +762.7% | +368.4% | +394.2% | +218.1% |
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