+32.7%
ORCL vs CPRT
-25.5%
+58.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | +5.3% | +2.2% | +3.0% | +4.6% |
| 30D | +10.0% | +16.6% | -6.7% | +4.4% |
| 3M | -32.6% | +9.6% | -42.2% | -34.9% |
| 6M | +4.9% | -11.1% | +16.1% | +10.7% |
| YTD | -17.8% | -13.9% | -3.9% | -12.3% |
| 1Y | -28.0% | -32.5% | +4.5% | -13.7% |
| All | +32.7% | -25.5% | +58.2% | +43.0% |
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