+374.9%
CPRT vs CHTR
-44.7%
+419.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -3.5% |
| 7D | -11.2% | -4.1% | -7.1% | -10.4% |
| 30D | +3.3% | -3.0% | +6.3% | +3.5% |
| 3M | -3.6% | +4.8% | -8.3% | -5.9% |
| 6M | -15.8% | -35.0% | +19.3% | -8.7% |
| YTD | -23.5% | -30.2% | +6.7% | -19.0% |
| 1Y | -38.8% | -44.8% | +6.0% | -31.0% |
| 3Y | -33.4% | -66.6% | +33.1% | -16.8% |
| 5Y | -16.4% | -81.5% | +65.1% | +26.3% |
| All | +374.9% | -44.7% | +419.7% | +425.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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