+893.1%
MSFT vs CPRT
+391.4%
+501.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | +1.7% | +6.0% | -4.4% | -1.3% |
| 30D | +0.2% | +20.0% | -19.9% | -8.7% |
| 3M | +6.4% | +10.1% | -3.8% | +0.1% |
| 6M | +28.7% | -4.3% | +33.0% | +28.7% |
| YTD | +10.4% | -18.4% | +28.8% | +19.0% |
| 1Y | +7.6% | -20.1% | +27.7% | +17.1% |
| 3Y | +52.3% | -30.4% | +82.7% | +72.1% |
| 5Y | +64.5% | -17.0% | +81.5% | +64.5% |
| All | +893.1% | +391.4% | +501.7% | +389.5% |
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