+1,471.6%
HPQ vs CPRT
+23,878.7%
-22,407.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +6.9% | +2.2% | +4.7% | +6.3% |
| 30D | +14.4% | +16.6% | -2.2% | +10.0% |
| 3M | +25.6% | +9.6% | +16.0% | +22.3% |
| 6M | +75.0% | -11.1% | +86.2% | +78.9% |
| YTD | +50.7% | -13.9% | +64.6% | +55.1% |
| 1Y | +18.7% | -32.5% | +51.2% | +29.2% |
| 3Y | +21.5% | -25.0% | +46.6% | +28.6% |
| 5Y | +31.6% | -7.4% | +39.0% | +32.1% |
| 10Y | +216.1% | +422.0% | -205.9% | +124.5% |
| All | +1,471.6% | +23,878.7% | -22,407.0% | +575.1% |
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