+22,034.1%
CPRT vs CAH
+4,652.2%
+17,381.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | +5.4% | -3.2% | +0.9% |
| 30D | +16.6% | +3.3% | +13.3% | +15.7% |
| 3M | +9.6% | +22.8% | -13.2% | +4.3% |
| 6M | -11.1% | +11.3% | -22.4% | -13.6% |
| YTD | -13.9% | +21.1% | -35.0% | -18.2% |
| 1Y | -32.5% | +67.2% | -99.8% | -40.9% |
| 3Y | -25.0% | +195.6% | -220.7% | -43.5% |
| 5Y | -7.4% | +413.8% | -421.2% | -39.6% |
| 10Y | +422.0% | +309.6% | +112.4% | +240.7% |
| All | +22,034.1% | +4,652.2% | +17,381.9% | +8,573.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling