+1,122.0%
DELL vs CPRT
-9.0%
+1,131.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.3% |
| 7D | +25.6% | +0.4% | +25.2% | +25.3% |
| 30D | +17.7% | +9.9% | +7.7% | +12.0% |
| 3M | +33.4% | +5.6% | +27.8% | +27.3% |
| 6M | +266.2% | -13.6% | +279.8% | +289.2% |
| YTD | +328.0% | -16.7% | +344.7% | +364.9% |
| 1Y | +339.6% | -33.1% | +372.7% | +441.1% |
| 3Y | +694.6% | -27.1% | +721.7% | +825.2% |
| 5Y | +1,122.0% | -9.9% | +1,131.9% | +1,070.6% |
| All | +1,122.0% | -9.0% | +1,131.0% | +1,070.6% |
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 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