-40.1%
CPRT vs CHYM
-23.3%
-16.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -11.2% | -2.3% | -8.9% | -11.0% |
| 30D | +3.3% | +4.4% | -1.1% | +2.9% |
| 3M | -3.6% | +91.3% | -94.9% | -10.1% |
| 6M | -15.8% | +44.0% | -59.7% | -19.6% |
| YTD | -23.5% | +31.1% | -54.6% | -27.0% |
| 1Y | -38.8% | +37.8% | -76.6% | -42.0% |
| All | -40.1% | -23.3% | -16.8% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling