+374.9%
CPRT vs CAH
+294.8%
+80.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -11.2% | -5.1% | -6.1% | -10.1% |
| 30D | +3.3% | +0.2% | +3.1% | +3.3% |
| 3M | -3.6% | +6.3% | -9.9% | -5.0% |
| 6M | -15.8% | +9.4% | -25.1% | -17.7% |
| YTD | -23.5% | +15.0% | -38.5% | -26.3% |
| 1Y | -38.8% | +55.4% | -94.2% | -45.5% |
| 3Y | -33.4% | +173.8% | -207.3% | -49.6% |
| 5Y | -16.4% | +395.2% | -411.6% | -46.7% |
| All | +374.9% | +294.8% | +80.1% | +194.8% |
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