+480.1%
AXTI vs CPRT
+16,500.6%
-16,020.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.4% | +9.3% | +9.5% |
| 7D | +5.1% | +2.2% | +2.9% | +4.3% |
| 30D | -10.2% | +16.6% | -26.8% | -14.9% |
| 3M | -41.8% | +9.6% | -51.4% | -45.1% |
| 6M | +57.5% | -11.1% | +68.6% | +59.2% |
| YTD | +277.0% | -13.9% | +290.9% | +283.7% |
| 1Y | +1,982.4% | -32.5% | +2,015.0% | +2,204.1% |
| 3Y | +2,234.8% | -25.0% | +2,259.9% | +2,428.4% |
| 5Y | +528.3% | -7.4% | +535.7% | +532.2% |
| 10Y | +1,310.5% | +422.0% | +888.5% | +741.5% |
| All | +480.1% | +16,500.6% | -16,020.5% | +77.2% |
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