+131.6%
IBM vs CPRT
+411.2%
-279.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -1.5% | +9.9% | -11.4% | -4.8% |
| 3M | -16.8% | +5.6% | -22.4% | -18.8% |
| 6M | -9.0% | -13.6% | +4.6% | -5.2% |
| YTD | -20.1% | -16.7% | -3.3% | -15.7% |
| 1Y | -7.0% | -33.1% | +26.1% | +5.0% |
| 3Y | +72.4% | -27.1% | +99.4% | +86.3% |
| 5Y | +112.0% | -9.9% | +121.8% | +107.5% |
| 10Y | +131.6% | +415.3% | -283.8% | +30.4% |
| All | +131.6% | +411.2% | -279.6% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling