-18.7%
CPRT vs CNH
-17.7%
-1.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | +3.0% | -3.4% | -1.1% |
| 30D | +21.2% | -0.6% | +21.7% | +21.1% |
| 3M | +8.3% | +14.6% | -6.3% | +4.4% |
| 6M | -3.4% | +11.8% | -15.1% | -7.1% |
| YTD | -18.7% | +30.4% | -49.1% | -25.5% |
| 1Y | -23.5% | +19.1% | -42.6% | -28.3% |
| 3Y | -34.2% | +30.2% | -64.3% | -41.9% |
| All | -18.7% | -17.7% | -1.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling