+387.6%
CPRT vs CHD
+125.6%
+262.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | -8.4% | -4.7% | -3.7% | -7.2% |
| 30D | +4.6% | -8.3% | +12.9% | +7.0% |
| 3M | -1.9% | -4.0% | +2.1% | -0.9% |
| 6M | -15.3% | -6.5% | -8.8% | -13.9% |
| YTD | -21.5% | +13.1% | -34.5% | -24.1% |
| 1Y | -36.6% | +2.3% | -38.9% | -37.3% |
| 3Y | -31.2% | +1.8% | -33.0% | -32.5% |
| 5Y | -14.1% | +20.6% | -34.7% | -20.8% |
| All | +387.6% | +125.6% | +262.0% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CHD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling