+22.5%
CTSH vs CPRT
+411.2%
-388.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.2% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | +4.5% | +9.9% | -5.4% | -0.6% |
| 3M | +13.7% | +5.6% | +8.1% | +10.2% |
| 6M | -8.4% | -13.6% | +5.2% | -2.1% |
| YTD | -26.5% | -16.7% | -9.8% | -19.9% |
| 1Y | -13.9% | -33.1% | +19.2% | +3.9% |
| 3Y | -11.3% | -27.1% | +15.7% | 0.0% |
| 5Y | -14.8% | -9.9% | -5.0% | -15.9% |
| 10Y | +22.5% | +415.3% | -392.8% | -39.1% |
| All | +22.5% | +411.2% | -388.6% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling