+97.5%
CSCO vs CPRT
-34.3%
+131.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.2% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | -15.8% | +21.2% | -37.0% | -17.4% |
| 3M | -15.4% | +8.3% | -23.7% | -16.3% |
| 6M | -5.4% | -3.4% | -2.0% | -4.2% |
| YTD | +26.5% | -18.7% | +45.2% | +34.8% |
| 1Y | +25.9% | -23.5% | +49.4% | +36.5% |
| 3Y | +97.5% | -34.2% | +131.7% | +121.7% |
| All | +97.5% | -34.3% | +131.9% | +121.7% |
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