+20.0%
HPQ vs CPRT
-33.1%
+53.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +5.3% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +9.7% | +8.2% | +1.5% | +7.2% |
| 3M | +32.7% | +2.3% | +30.4% | +31.4% |
| 6M | +77.7% | -14.7% | +92.5% | +84.4% |
| YTD | +51.0% | -18.2% | +69.2% | +58.1% |
| All | +20.0% | -33.1% | +53.1% | +33.4% |
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 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