+22,034.1%
CPRT vs CHD
+7,609.6%
+14,424.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +2.2% | -2.7% | +4.9% | +2.9% |
| 30D | +16.6% | -4.6% | +21.3% | +18.0% |
| 3M | +9.6% | +5.0% | +4.6% | +8.2% |
| 6M | -11.1% | -3.2% | -7.9% | -10.5% |
| YTD | -13.9% | +18.6% | -32.5% | -17.8% |
| 1Y | -32.5% | +4.8% | -37.3% | -33.7% |
| 3Y | -25.0% | +6.1% | -31.2% | -27.2% |
| 5Y | -7.4% | +24.0% | -31.3% | -14.4% |
| 10Y | +422.0% | +124.5% | +297.5% | +304.7% |
| All | +22,034.1% | +7,609.6% | +14,424.5% | +8,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling