-15.3%
CTSH vs CPRT
-16.5%
+1.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.4% | -17.4% | -5.9% |
| 3M | +10.2% | +10.4% | -0.2% | +4.2% |
| 6M | +35.3% | -4.3% | +39.6% | +37.0% |
| YTD | -21.8% | -18.3% | -3.5% | -14.6% |
| 1Y | -12.1% | -22.5% | +10.3% | -1.7% |
| 3Y | +2.0% | -34.3% | +36.4% | +19.9% |
| 5Y | -15.3% | -17.8% | +2.5% | -16.9% |
| All | -15.3% | -16.5% | +1.2% | -16.9% |
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 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