+3,585.9%
IBM vs CPRT
+22,620.0%
-19,034.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -5.0% | +6.0% | -11.0% | -5.9% |
| 30D | +11.1% | +20.0% | -8.9% | +7.7% |
| 3M | +5.7% | +10.1% | -4.4% | +3.8% |
| 6M | +10.1% | -4.3% | +14.4% | +10.4% |
| YTD | -15.6% | -18.4% | +2.8% | -13.2% |
| 1Y | -19.5% | -20.1% | +0.5% | -17.0% |
| 3Y | +80.4% | -30.4% | +110.8% | +89.3% |
| 5Y | +140.0% | -17.0% | +157.0% | +142.5% |
| 10Y | +155.0% | +403.2% | -248.3% | +97.7% |
| All | +3,585.9% | +22,620.0% | -19,034.1% | +1,885.9% |
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