+4,681.2%
DELL vs CPRT
+431.5%
+4,249.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +14.9% | +2.2% | +12.7% | +13.8% |
| 30D | +13.3% | +16.6% | -3.4% | +4.8% |
| 3M | +24.4% | +9.6% | +14.8% | +16.4% |
| 6M | +258.0% | -11.1% | +269.1% | +270.8% |
| YTD | +320.2% | -13.9% | +334.1% | +342.7% |
| 1Y | +319.1% | -32.5% | +351.6% | +399.3% |
| 3Y | +706.5% | -25.0% | +731.6% | +807.3% |
| 5Y | +1,071.9% | -7.4% | +1,079.3% | +1,056.5% |
| 10Y | +4,683.5% | +422.0% | +4,261.5% | +2,521.1% |
| All | +4,681.2% | +431.5% | +4,249.7% | +2,523.0% |
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 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