+246.0%
ORCL vs CPRT
+382.0%
-136.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -6.5% | +4.0% | -10.5% | -7.9% |
| 30D | -16.6% | +18.2% | -34.8% | -22.0% |
| 3M | -21.6% | +9.2% | -30.8% | -25.2% |
| 6M | -39.4% | -4.8% | -34.5% | -39.5% |
| YTD | -38.7% | -17.5% | -21.2% | -35.3% |
| 1Y | -50.4% | -22.0% | -28.4% | -46.4% |
| 3Y | +8.1% | -33.7% | +41.8% | +23.5% |
| 5Y | +34.5% | -15.0% | +49.5% | +36.6% |
| 10Y | +246.0% | +385.2% | -139.2% | +97.8% |
| All | +246.0% | +382.0% | -136.0% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling