+73.5%
MSFT vs CPRT
-7.1%
+80.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -2.7% | +2.2% | -4.9% | -3.6% |
| 30D | +2.7% | +16.6% | -13.9% | -4.6% |
| 3M | +17.0% | +9.6% | +7.4% | +11.0% |
| 6M | +23.8% | -11.1% | +34.9% | +29.9% |
| YTD | +4.0% | -13.9% | +17.9% | +10.3% |
| 1Y | -0.8% | -32.5% | +31.7% | +19.1% |
| 3Y | +55.6% | -25.0% | +80.6% | +67.5% |
| All | +73.5% | -7.1% | +80.6% | +51.1% |
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