+1,327.4%
HPQ vs CPRT
+22,534.7%
-21,207.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +3.2% | -0.4% | +3.5% | +3.2% |
| 30D | -3.6% | +21.2% | -24.8% | -8.0% |
| 3M | -5.3% | +8.3% | -13.6% | -7.7% |
| 6M | +41.1% | -3.4% | +44.5% | +41.0% |
| YTD | +36.9% | -18.7% | +55.6% | +42.2% |
| 1Y | +23.5% | -23.5% | +47.0% | +30.1% |
| 3Y | +19.6% | -34.2% | +53.7% | +30.0% |
| 5Y | +11.4% | -18.2% | +29.6% | +14.7% |
| 10Y | +160.6% | +370.9% | -210.3% | +88.5% |
| All | +1,327.4% | +22,534.7% | -21,207.2% | +519.2% |
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