-31.7%
CPRT vs CHTR
-66.9%
+35.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.0% | -9.0% | -4.6% |
| 7D | -8.4% | -7.1% | -1.3% | -7.6% |
| 30D | +4.6% | -10.9% | +15.5% | +5.8% |
| 3M | -1.9% | +2.0% | -4.0% | -2.8% |
| 6M | -15.3% | -35.9% | +20.6% | -11.5% |
| YTD | -21.5% | -32.7% | +11.2% | -18.5% |
| 1Y | -36.6% | -46.6% | +9.9% | -32.3% |
| All | -31.7% | -66.9% | +35.2% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling