+150.1%
IBM vs CPRT
-18.6%
+168.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +1.6% | -0.4% | +1.9% | +1.7% |
| 30D | +9.2% | +21.2% | -12.0% | +3.8% |
| 3M | +4.9% | +8.3% | -3.4% | +2.3% |
| 6M | +16.8% | -3.4% | +20.1% | +16.8% |
| YTD | -14.3% | -18.7% | +4.4% | -10.4% |
| 1Y | -16.7% | -23.5% | +6.8% | -11.8% |
| 3Y | +82.2% | -34.2% | +116.4% | +99.0% |
| All | +150.1% | -18.6% | +168.8% | +150.2% |
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 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