+270.0%
INTC vs CPRT
+410.9%
-141.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.5% |
| 7D | +18.0% | -0.4% | +18.4% | +17.9% |
| 30D | +8.9% | +8.2% | +0.7% | +4.3% |
| 3M | -1.6% | +2.3% | -3.9% | -4.9% |
| 6M | +133.1% | -14.7% | +147.8% | +145.1% |
| YTD | +187.9% | -18.2% | +206.1% | +206.8% |
| 1Y | +334.7% | -33.4% | +368.1% | +413.3% |
| 3Y | +184.2% | -28.3% | +212.5% | +221.4% |
| 5Y | +116.0% | -9.8% | +125.8% | +111.2% |
| 10Y | +270.0% | +412.4% | -142.4% | +83.2% |
| All | +270.0% | +410.9% | -141.0% | +83.2% |
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 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