+88.1%
CSCO vs CPRT
-17.4%
+105.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.6% |
| 7D | -10.2% | +6.0% | -16.2% | -11.5% |
| 30D | -20.1% | +20.0% | -40.1% | -23.6% |
| 3M | -22.4% | +10.1% | -32.5% | -24.8% |
| 6M | +2.8% | -4.3% | +7.1% | +3.2% |
| YTD | +23.6% | -18.4% | +42.0% | +31.1% |
| 1Y | +34.0% | -20.1% | +54.1% | +43.2% |
| 3Y | +89.3% | -30.4% | +119.7% | +107.5% |
| All | +88.1% | -17.4% | +105.5% | +83.6% |
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