0.0%
MSFT vs CPRT
-33.0%
+33.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -1.0% | +9.9% | -10.9% | -2.5% |
| 3M | +20.2% | +5.6% | +14.6% | +18.7% |
| 6M | +21.3% | -13.6% | +34.9% | +23.5% |
| YTD | +2.8% | -16.7% | +19.5% | +5.0% |
| 1Y | 0.0% | -33.1% | +33.1% | +5.6% |
| All | 0.0% | -33.0% | +33.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling