+1,333.0%
CPRT vs CHTR
+316.4%
+1,016.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.3% |
| 30D | +9.9% | -4.5% | +14.4% | +10.6% |
| 3M | +5.6% | +10.2% | -4.6% | +2.0% |
| 6M | -13.6% | -37.2% | +23.6% | -5.6% |
| YTD | -16.7% | -30.2% | +13.5% | -11.7% |
| 1Y | -33.1% | -44.8% | +11.6% | -24.9% |
| 3Y | -27.1% | -65.5% | +38.4% | -10.8% |
| 5Y | -9.9% | -81.8% | +71.9% | +29.7% |
| 10Y | +415.3% | -45.8% | +461.1% | +446.3% |
| All | +1,333.0% | +316.4% | +1,016.6% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling