-34.2%
CPRT vs CHD
+31.2%
-65.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +18.2% |
| 3M | +8.3% | +12.2% | -3.9% | +5.2% |
| 6M | -3.4% | +19.9% | -23.3% | -7.5% |
| YTD | -18.7% | +36.4% | -55.1% | -24.2% |
| 1Y | -23.5% | +35.1% | -58.7% | -28.6% |
| 3Y | -34.2% | +29.2% | -63.3% | -40.0% |
| All | -34.2% | +31.2% | -65.4% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling