+392.8%
CPRT vs ILMN
+60.6%
+332.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | +6.0% | -9.7% | +15.7% | +8.0% |
| 30D | +20.0% | -20.4% | +40.4% | +24.4% |
| 3M | +10.1% | +10.0% | +0.1% | +5.6% |
| 6M | -4.3% | +49.5% | -53.8% | -15.0% |
| YTD | -18.4% | +62.5% | -80.9% | -29.5% |
| 1Y | -20.1% | +76.0% | -96.1% | -32.3% |
| 3Y | -30.4% | +94.2% | -124.6% | -45.6% |
| 5Y | -17.0% | -46.3% | +29.3% | -10.5% |
| All | +392.8% | +60.6% | +332.2% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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