+3.1%
CTSH vs CPRT
-30.7%
+33.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.0% |
| 7D | -0.6% | +6.0% | -6.6% | -3.4% |
| 30D | +13.4% | +20.0% | -6.6% | +3.8% |
| 3M | +14.4% | +10.1% | +4.3% | +8.7% |
| 6M | +27.7% | -4.3% | +32.0% | +28.8% |
| YTD | -20.6% | -18.4% | -2.2% | -14.6% |
| 1Y | -9.1% | -20.1% | +11.0% | -1.6% |
| 3Y | +3.1% | -30.4% | +33.5% | +15.5% |
| All | +3.1% | -30.7% | +33.8% | +15.5% |
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