+362.3%
CSCO vs CPRT
+426.9%
-64.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.7% | +2.2% | -2.9% | -1.5% |
| 30D | -10.1% | +16.6% | -26.8% | -15.4% |
| 3M | -15.7% | +9.6% | -25.3% | -19.5% |
| 6M | +36.3% | -11.1% | +47.4% | +40.6% |
| YTD | +43.8% | -13.9% | +57.7% | +50.1% |
| 1Y | +63.9% | -32.5% | +96.5% | +88.4% |
| 3Y | +104.4% | -25.0% | +129.4% | +120.0% |
| 5Y | +111.4% | -7.4% | +118.7% | +102.5% |
| All | +362.3% | +426.9% | -64.6% | +127.6% |
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