+91.5%
CSCO vs CPRT
-18.6%
+110.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -15.8% | +21.2% | -37.0% | -19.7% |
| 3M | -15.4% | +8.3% | -23.7% | -17.7% |
| 6M | -5.4% | -3.4% | -2.0% | -5.3% |
| YTD | +26.5% | -18.7% | +45.2% | +34.3% |
| 1Y | +25.9% | -23.5% | +49.4% | +36.6% |
| 3Y | +97.5% | -34.2% | +131.7% | +121.6% |
| All | +91.5% | -18.6% | +110.2% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling