+3,313.5%
DELL vs CPRT
+407.1%
+2,906.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +11.9% |
| 7D | +0.4% | -1.4% | +1.7% | +0.9% |
| 30D | -35.1% | +21.5% | -56.6% | -41.0% |
| 3M | -15.1% | +9.4% | -24.6% | -20.5% |
| 6M | +51.7% | -3.3% | +55.0% | +47.7% |
| YTD | +200.0% | -17.8% | +217.8% | +217.5% |
| 1Y | +172.1% | -22.2% | +194.3% | +195.5% |
| 3Y | +431.2% | -34.0% | +465.2% | +526.2% |
| 5Y | +633.1% | -15.4% | +648.5% | +644.5% |
| 10Y | +2,886.3% | +376.0% | +2,510.4% | +1,534.4% |
| All | +3,313.5% | +407.1% | +2,906.3% | +1,781.4% |
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