+20,793.5%
CPRT vs CAH
+5,316.9%
+15,476.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.6% |
| 3M | +8.3% | +21.8% | -13.5% | +3.3% |
| 6M | -3.4% | +51.5% | -54.9% | -12.5% |
| YTD | -18.7% | +38.1% | -56.8% | -25.1% |
| 1Y | -23.5% | +37.7% | -61.2% | -29.5% |
| 3Y | -34.2% | +179.6% | -213.8% | -49.6% |
| 5Y | -18.2% | +504.9% | -523.2% | -48.6% |
| 10Y | +370.9% | +418.6% | -47.6% | +191.8% |
| All | +20,793.5% | +5,316.9% | +15,476.6% | +7,839.3% |
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 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