+748.6%
CPRT vs CNH
+64.7%
+683.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.5% |
| 7D | +2.2% | +23.3% | -21.1% | -3.0% |
| 30D | +16.6% | +33.5% | -16.8% | +8.4% |
| 3M | +9.6% | +32.7% | -23.1% | +1.5% |
| 6M | -11.1% | +22.2% | -33.3% | -16.6% |
| YTD | -13.9% | +57.7% | -71.6% | -24.5% |
| 1Y | -32.5% | +28.0% | -60.5% | -37.8% |
| 3Y | -25.0% | +11.5% | -36.6% | -30.2% |
| 5Y | -7.4% | +11.9% | -19.2% | -15.6% |
| 10Y | +422.0% | +162.8% | +259.2% | +265.8% |
| All | +748.6% | +64.7% | +683.9% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling