+51.7%
DELL vs CPRT
-4.8%
+56.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +11.4% |
| 7D | +0.4% | -1.4% | +1.7% | -0.8% |
| 30D | -35.1% | +21.5% | -56.6% | -24.5% |
| 3M | -15.1% | +9.4% | -24.6% | -5.4% |
| 6M | +51.7% | -3.3% | +55.0% | +59.3% |
| All | +51.7% | -4.8% | +56.5% | +59.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling