+2.5%
CTSH vs CPRT
-34.0%
+36.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -4.2% | -1.5% | -2.7% | -3.5% |
| 30D | +3.9% | +21.3% | -17.4% | -5.4% |
| 3M | +10.2% | +10.4% | -0.2% | +4.5% |
| 6M | +35.3% | -4.3% | +39.6% | +36.4% |
| YTD | -21.8% | -18.3% | -3.5% | -15.9% |
| 1Y | -12.1% | -22.5% | +10.3% | -3.9% |
| All | +2.5% | -34.0% | +36.4% | +17.2% |
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