+361.5%
CPRT vs CAH
+418.0%
-56.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.4% | +3.5% | -3.8% | -1.2% |
| 30D | +21.2% | +13.5% | +7.7% | +17.5% |
| 3M | +8.3% | +21.8% | -13.5% | +3.2% |
| 6M | -3.4% | +51.5% | -54.9% | -12.7% |
| YTD | -18.7% | +38.1% | -56.8% | -25.2% |
| 1Y | -23.5% | +37.7% | -61.2% | -29.6% |
| 3Y | -34.2% | +179.6% | -213.8% | -50.4% |
| 5Y | -18.2% | +504.9% | -523.2% | -51.0% |
| All | +361.5% | +418.0% | -56.5% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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