+415.3%
CPRT vs CNH
+152.9%
+262.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.2% | -1.9% |
| 7D | +0.4% | +8.8% | -8.4% | -1.9% |
| 30D | +9.9% | +24.7% | -14.7% | +3.3% |
| 3M | +5.6% | +27.3% | -21.7% | -1.8% |
| 6M | -13.6% | +23.2% | -36.8% | -19.6% |
| YTD | -16.7% | +48.9% | -65.7% | -26.8% |
| 1Y | -33.1% | +19.4% | -52.5% | -37.7% |
| 3Y | -27.1% | +7.8% | -34.8% | -31.9% |
| 5Y | -9.9% | +8.7% | -18.6% | -18.2% |
| 10Y | +415.3% | +149.5% | +265.8% | +240.2% |
| All | +415.3% | +152.9% | +262.4% | +240.2% |
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