+324.2%
CSCO vs CPRT
+382.0%
-57.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.7% | +4.0% | -8.7% | -5.9% |
| 30D | -17.1% | +18.2% | -35.3% | -22.0% |
| 3M | -19.6% | +9.2% | -28.8% | -23.0% |
| 6M | +2.4% | -4.8% | +7.2% | +2.2% |
| YTD | +29.8% | -17.5% | +47.3% | +36.7% |
| 1Y | +38.7% | -22.0% | +60.7% | +49.2% |
| 3Y | +101.3% | -33.7% | +135.1% | +126.7% |
| 5Y | +94.8% | -15.0% | +109.8% | +92.3% |
| 10Y | +324.2% | +385.2% | -61.0% | +124.3% |
| All | +324.2% | +382.0% | -57.8% | +124.3% |
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