+386.7%
CPRT vs CNH
+134.0%
+252.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.9% | -9.3% | -1.2% |
| 7D | +1.6% | +8.6% | -6.9% | -0.6% |
| 30D | +18.8% | +12.6% | +6.2% | +15.0% |
| 3M | +9.4% | +17.5% | -8.1% | +4.0% |
| 6M | -4.4% | +18.1% | -22.5% | -10.1% |
| YTD | -17.1% | +40.4% | -57.5% | -26.4% |
| 1Y | -19.9% | +34.0% | -53.9% | -28.1% |
| 3Y | -30.5% | +35.3% | -65.8% | -39.7% |
| 5Y | -15.9% | -5.1% | -10.8% | -21.0% |
| 10Y | +386.7% | +124.0% | +262.7% | +256.5% |
| All | +386.7% | +134.0% | +252.7% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling