+11.2%
HPQ vs CPRT
-18.2%
+29.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | -5.7% | +21.4% | -27.1% | -13.4% |
| 3M | -0.4% | +10.4% | -10.8% | -6.2% |
| 6M | +40.0% | -4.3% | +44.3% | +40.4% |
| YTD | +34.6% | -18.3% | +52.9% | +45.6% |
| 1Y | +20.4% | -22.5% | +42.9% | +33.6% |
| 3Y | +18.3% | -34.3% | +52.6% | +39.9% |
| All | +11.2% | -18.2% | +29.4% | +6.7% |
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