-38.8%
CPRT vs DHI
-21.2%
-17.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | -11.2% | -3.4% | -7.8% | -10.4% |
| 30D | +3.3% | -5.4% | +8.7% | +4.8% |
| 3M | -3.6% | -10.4% | +6.9% | -1.1% |
| 6M | -15.8% | -2.8% | -13.0% | -15.3% |
| YTD | -23.5% | -3.4% | -20.1% | -23.4% |
| 1Y | -38.8% | -22.9% | -15.8% | -35.5% |
| All | -38.8% | -21.2% | -17.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling