-12.1%
CTSH vs CPRT
-17.4%
+5.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 3M | +14.4% | +10.1% | +4.3% | +8.3% |
| 6M | +27.7% | -4.3% | +32.0% | +29.4% |
| YTD | -20.6% | -18.4% | -2.2% | -13.2% |
| 1Y | -9.1% | -20.1% | +11.0% | +0.2% |
| 3Y | +3.1% | -30.4% | +33.5% | +17.3% |
| All | -12.1% | -17.4% | +5.4% | -14.1% |
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 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