-38.5%
CPRT vs CHYM
-24.0%
-14.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -3.5% |
| 7D | -8.4% | -2.9% | -5.5% | -8.2% |
| 30D | +4.6% | +3.0% | +1.6% | +4.3% |
| 3M | -1.9% | +98.7% | -100.7% | -8.9% |
| 6M | -15.3% | +46.4% | -61.7% | -19.4% |
| YTD | -21.5% | +29.8% | -51.3% | -25.0% |
| 1Y | -36.6% | +40.5% | -77.1% | -40.0% |
| All | -38.5% | -24.0% | -14.5% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling