+297.2%
KLAC vs CPRT
-16.1%
+313.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | -2.1% | +4.0% | -6.0% | -3.9% |
| 30D | -21.8% | +18.2% | -40.0% | -28.5% |
| 3M | -20.5% | +9.2% | -29.7% | -25.7% |
| 6M | -18.0% | -4.8% | -13.1% | -18.7% |
| YTD | +26.4% | -17.5% | +43.9% | +37.5% |
| 1Y | +26.3% | -22.0% | +48.3% | +43.4% |
| 3Y | +193.3% | -33.7% | +227.0% | +261.9% |
| 5Y | +297.2% | -15.0% | +312.2% | +265.9% |
| All | +297.2% | -16.1% | +313.3% | +265.9% |
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 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