+19,559.5%
CPRT vs CRH
+3,764.9%
+15,794.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | -11.2% | -6.1% | -5.1% | -10.0% |
| 30D | +3.3% | -9.3% | +12.6% | +5.4% |
| 3M | -3.6% | -15.2% | +11.6% | -0.1% |
| 6M | -15.8% | -14.2% | -1.5% | -13.3% |
| YTD | -23.5% | -28.3% | +4.8% | -18.3% |
| 1Y | -38.8% | -21.8% | -17.0% | -35.9% |
| 3Y | -33.4% | +71.6% | -105.1% | -41.6% |
| 5Y | -16.4% | +96.6% | -113.0% | -29.0% |
| 10Y | +379.1% | +253.8% | +125.3% | +257.9% |
| All | +19,559.5% | +3,764.9% | +15,794.6% | +12,506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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