+18.7%
HPQ vs CPRT
-31.2%
+49.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +6.9% | +2.2% | +4.7% | +6.4% |
| 30D | +14.4% | +16.6% | -2.2% | +9.8% |
| 3M | +25.6% | +9.6% | +16.0% | +22.3% |
| 6M | +75.0% | -11.1% | +86.2% | +79.4% |
| YTD | +50.7% | -13.9% | +64.6% | +55.3% |
| 1Y | +18.7% | -32.5% | +51.2% | +22.8% |
| All | +18.7% | -31.2% | +49.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling