+361.5%
CPRT vs CHD
+196.1%
+165.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -0.4% | +3.6% | -4.0% | -1.4% |
| 30D | +21.2% | +10.4% | +10.8% | +18.0% |
| 3M | +8.3% | +12.2% | -3.9% | +4.9% |
| 6M | -3.4% | +19.9% | -23.3% | -8.0% |
| YTD | -18.7% | +36.4% | -55.1% | -25.3% |
| 1Y | -23.5% | +35.1% | -58.7% | -29.6% |
| 3Y | -34.2% | +29.2% | -63.3% | -39.4% |
| 5Y | -18.2% | +33.4% | -51.6% | -26.5% |
| All | +361.5% | +196.1% | +165.4% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling