+35.8%
CTSH vs CPRT
+398.2%
-362.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.9% |
| 7D | -0.6% | +6.0% | -6.6% | -3.6% |
| 30D | +13.4% | +20.0% | -6.6% | +3.3% |
| 3M | +14.4% | +10.1% | +4.3% | +8.4% |
| 6M | +27.7% | -4.3% | +32.0% | +29.6% |
| YTD | -20.6% | -18.4% | -2.2% | -12.9% |
| 1Y | -9.1% | -20.1% | +11.0% | +0.6% |
| 3Y | +3.1% | -30.4% | +33.5% | +19.0% |
| 5Y | -11.8% | -17.0% | +5.2% | -9.3% |
| All | +35.8% | +398.2% | -362.5% | -34.9% |
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