+32.2%
HPQ vs CPRT
-9.0%
+41.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | +3.7% | +9.9% | -6.2% | -1.4% |
| 3M | +24.3% | +5.6% | +18.7% | +20.0% |
| 6M | +64.8% | -13.6% | +78.4% | +75.1% |
| YTD | +43.9% | -16.7% | +60.6% | +55.4% |
| 1Y | +11.7% | -33.1% | +44.8% | +34.7% |
| 3Y | +19.7% | -27.1% | +46.7% | +34.2% |
| 5Y | +32.2% | -9.9% | +42.1% | +21.6% |
| All | +32.2% | -9.0% | +41.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling