+3,433.8%
IBM vs CPRT
+23,878.7%
-20,444.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +0.3% | +16.6% | -16.4% | -2.3% |
| 3M | -21.6% | +9.6% | -31.2% | -23.0% |
| 6M | -4.7% | -11.1% | +6.4% | -3.2% |
| YTD | -19.1% | -13.9% | -5.2% | -17.3% |
| 1Y | -2.5% | -32.5% | +30.0% | +3.4% |
| 3Y | +74.2% | -25.0% | +99.2% | +80.8% |
| 5Y | +113.1% | -7.4% | +120.5% | +111.7% |
| 10Y | +133.5% | +422.0% | -288.4% | +80.1% |
| All | +3,433.8% | +23,878.7% | -20,444.9% | +1,790.6% |
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