-49.6%
ORCL vs CPRT
-20.1%
-29.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.3% |
| 7D | +0.5% | +1.6% | -1.2% | +0.6% |
| 30D | -15.3% | +18.8% | -34.1% | -15.2% |
| 3M | -18.2% | +9.4% | -27.6% | -17.6% |
| 6M | -38.4% | -4.4% | -34.0% | -35.7% |
| YTD | -37.7% | -17.1% | -20.6% | -32.8% |
| All | -49.6% | -20.1% | -29.5% | -47.1% |
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 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