+35,729.8%
CTSH vs CPRT
+14,665.7%
+21,064.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.8% | +4.0% | -2.2% | +0.6% |
| 30D | +9.8% | +18.2% | -8.4% | +4.2% |
| 3M | +12.1% | +9.2% | +3.0% | +8.9% |
| 6M | +27.4% | -4.8% | +32.2% | +29.0% |
| YTD | -20.3% | -17.5% | -2.8% | -15.6% |
| 1Y | -8.8% | -22.0% | +13.2% | -1.9% |
| 3Y | +4.0% | -33.7% | +37.8% | +16.3% |
| 5Y | -12.2% | -15.0% | +2.8% | -9.5% |
| 10Y | +38.7% | +385.2% | -346.4% | -11.3% |
| All | +35,729.8% | +14,665.7% | +21,064.1% | +11,221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling