+5.7%
MSFT vs CPRT
-22.0%
+27.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +2.3% | +4.0% | -1.7% | +1.9% |
| 30D | -0.4% | +18.2% | -18.6% | -2.1% |
| 3M | +5.6% | +9.2% | -3.6% | +4.7% |
| 6M | +29.0% | -4.8% | +33.8% | +30.4% |
| YTD | +10.9% | -17.5% | +28.4% | +13.7% |
| All | +5.7% | -22.0% | +27.7% | +5.9% |
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 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