-23.9%
CPRT vs CHYM
+71.1%
-95.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.9% | -0.9% | +4.3% |
| 7D | +12.6% | +3.7% | +8.9% | +12.1% |
| 30D | +18.0% | +5.6% | +12.4% | +17.1% |
| 3M | +11.0% | +19.7% | -8.8% | +8.2% |
| 6M | -2.0% | +35.3% | -37.3% | -6.6% |
| YTD | -16.7% | +18.7% | -35.4% | -20.8% |
| 1Y | -23.9% | +67.8% | -91.7% | -29.4% |
| All | -23.9% | +71.1% | -95.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling