+373.6%
DELL vs CPRT
-33.3%
+406.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.4% |
| 7D | -18.1% | +4.0% | -22.1% | -18.6% |
| 30D | -42.9% | +18.2% | -61.1% | -44.7% |
| 3M | -26.9% | +9.2% | -36.0% | -28.6% |
| 6M | +28.8% | -4.8% | +33.6% | +32.5% |
| YTD | +168.4% | -17.5% | +185.9% | +200.9% |
| 1Y | +136.8% | -22.0% | +158.8% | +173.9% |
| All | +373.6% | -33.3% | +406.9% | +496.0% |
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