+868.6%
MSFT vs CPRT
+411.2%
+457.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | +0.5% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -1.0% | +9.9% | -10.9% | -5.9% |
| 3M | +20.2% | +5.6% | +14.6% | +15.5% |
| 6M | +21.3% | -13.6% | +34.9% | +28.7% |
| YTD | +2.8% | -16.7% | +19.5% | +10.6% |
| 1Y | 0.0% | -33.1% | +33.1% | +20.0% |
| 3Y | +51.2% | -27.1% | +78.3% | +67.8% |
| 5Y | +71.4% | -9.9% | +81.3% | +65.4% |
| 10Y | +868.6% | +415.3% | +453.3% | +353.3% |
| All | +868.6% | +411.2% | +457.4% | +353.3% |
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