+13.8%
ORCL vs CPRT
-34.3%
+48.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.0% | -0.4% | +8.3% | +8.1% |
| 30D | -4.0% | +21.2% | -25.1% | -8.8% |
| 3M | -19.5% | +8.3% | -27.8% | -21.6% |
| 6M | -33.5% | -3.4% | -30.1% | -32.9% |
| YTD | -34.8% | -18.7% | -16.1% | -29.5% |
| 1Y | -41.6% | -23.5% | -18.1% | -35.1% |
| 3Y | +13.8% | -34.2% | +47.9% | +34.3% |
| All | +13.8% | -34.3% | +48.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling