+33,003.7%
MSFT vs CPRT
+22,620.0%
+10,383.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +1.7% | +6.0% | -4.4% | +0.3% |
| 30D | +0.2% | +20.0% | -19.9% | -4.0% |
| 3M | +6.4% | +10.1% | -3.8% | +3.6% |
| 6M | +28.7% | -4.3% | +33.0% | +28.8% |
| YTD | +10.4% | -18.4% | +28.8% | +14.2% |
| 1Y | +7.6% | -20.1% | +27.7% | +11.8% |
| 3Y | +52.3% | -30.4% | +82.7% | +61.9% |
| 5Y | +64.5% | -17.0% | +81.5% | +68.0% |
| 10Y | +917.8% | +403.2% | +514.6% | +650.4% |
| All | +33,003.7% | +22,620.0% | +10,383.7% | +14,196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling