+2,986.0%
KLAC vs CPRT
+410.9%
+2,575.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.1% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -5.0% | +8.2% | -13.2% | -10.7% |
| 3M | -14.4% | +2.3% | -16.7% | -19.1% |
| 6M | +28.3% | -14.7% | +43.0% | +36.4% |
| YTD | +51.1% | -18.2% | +69.3% | +63.9% |
| 1Y | +100.4% | -33.4% | +133.8% | +151.0% |
| 3Y | +276.3% | -28.3% | +304.7% | +335.6% |
| 5Y | +452.1% | -9.8% | +461.9% | +432.6% |
| 10Y | +2,986.0% | +412.4% | +2,573.6% | +1,173.0% |
| All | +2,986.0% | +410.9% | +2,575.0% | +1,173.0% |
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