+306.4%
CSCO vs CPRT
+398.2%
-91.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.4% |
| 7D | -10.2% | +6.0% | -16.2% | -12.1% |
| 30D | -20.1% | +20.0% | -40.1% | -25.2% |
| 3M | -22.1% | +10.1% | -32.2% | -25.7% |
| 6M | +3.2% | -4.3% | +7.5% | +2.6% |
| YTD | +24.1% | -18.4% | +42.5% | +31.1% |
| 1Y | +34.6% | -20.1% | +54.6% | +43.3% |
| 3Y | +90.0% | -30.4% | +120.4% | +109.1% |
| 5Y | +88.6% | -17.0% | +105.6% | +87.8% |
| All | +306.4% | +398.2% | -91.8% | +114.4% |
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