+10.2%
ORCL vs CPRT
-30.7%
+40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -11.2% | +6.0% | -17.2% | -12.5% |
| 30D | -18.8% | +20.0% | -38.9% | -22.7% |
| 3M | -18.8% | +10.1% | -28.9% | -21.3% |
| 6M | -39.7% | -4.3% | -35.4% | -38.9% |
| YTD | -39.6% | -18.4% | -21.2% | -34.8% |
| 1Y | -51.7% | -20.1% | -31.7% | -47.4% |
| 3Y | +10.2% | -30.4% | +40.6% | +28.3% |
| All | +10.2% | -30.7% | +40.9% | +28.3% |
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