+106.4%
CSCO vs CPRT
-25.5%
+132.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.7% | +2.2% | -2.9% | -1.0% |
| 30D | -10.1% | +16.6% | -26.8% | -12.5% |
| 3M | -15.7% | +9.6% | -25.3% | -17.2% |
| 6M | +36.3% | -11.1% | +47.4% | +41.9% |
| YTD | +43.8% | -13.9% | +57.7% | +51.3% |
| 1Y | +63.9% | -32.5% | +96.5% | +85.3% |
| All | +106.4% | -25.5% | +132.0% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling