-28.0%
ORCL vs CPRT
-31.2%
+3.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +5.3% | +2.2% | +3.0% | +5.0% |
| 30D | +10.0% | +16.6% | -6.7% | +9.0% |
| 3M | -32.6% | +9.6% | -42.2% | -32.4% |
| 6M | +4.9% | -11.1% | +16.1% | +10.3% |
| YTD | -17.8% | -13.9% | -3.9% | -12.9% |
| 1Y | -28.0% | -32.5% | +4.5% | -6.8% |
| All | -28.0% | -31.2% | +3.2% | -6.8% |
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 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