+34,247.0%
CTSH vs CPRT
+15,314.9%
+18,932.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | +12.4% | +16.6% | -4.3% | +7.0% |
| 3M | +17.4% | +9.6% | +7.8% | +13.9% |
| 6M | -3.1% | -11.1% | +8.0% | +0.2% |
| YTD | -23.6% | -13.9% | -9.7% | -20.1% |
| 1Y | -10.8% | -32.5% | +21.7% | 0.0% |
| 3Y | -8.3% | -25.0% | +16.7% | -1.2% |
| 5Y | -11.3% | -7.4% | -3.9% | -10.9% |
| 10Y | +22.6% | +422.0% | -399.4% | -23.2% |
| All | +34,247.0% | +15,314.9% | +18,932.1% | +10,620.6% |
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