-9.8%
CPRT vs CAH
+400.5%
-410.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | +8.2% | +1.2% | +7.1% | +8.0% |
| 3M | +2.3% | +13.1% | -10.8% | -0.1% |
| 6M | -14.7% | +8.5% | -23.2% | -16.2% |
| YTD | -18.2% | +17.6% | -35.8% | -20.9% |
| 1Y | -33.4% | +60.7% | -94.0% | -40.0% |
| 3Y | -28.3% | +183.2% | -211.5% | -45.3% |
| 5Y | -9.8% | +402.2% | -412.0% | -45.3% |
| All | -9.8% | +400.5% | -410.3% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling