+34.0%
CSCO vs CPRT
-23.4%
+57.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -2.2% |
| 7D | -10.2% | +6.0% | -16.2% | -9.4% |
| 30D | -20.1% | +20.0% | -40.1% | -17.9% |
| 3M | -22.4% | +10.1% | -32.5% | -21.0% |
| 6M | +2.8% | -4.3% | +7.1% | +6.8% |
| YTD | +23.6% | -18.4% | +42.0% | +37.4% |
| 1Y | +34.0% | -20.1% | +54.1% | +49.9% |
| All | +34.0% | -23.4% | +57.4% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling