-33.4%
CPRT vs DHI
+21.1%
-54.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | -11.2% | -3.4% | -7.8% | -10.5% |
| 30D | +3.3% | -5.4% | +8.7% | +4.5% |
| 3M | -3.6% | -10.4% | +6.9% | -1.4% |
| 6M | -15.8% | -2.8% | -13.0% | -15.5% |
| YTD | -23.5% | -3.4% | -20.1% | -23.3% |
| 1Y | -38.8% | -22.9% | -15.8% | -36.0% |
| 3Y | -33.4% | +20.7% | -54.1% | -40.8% |
| All | -33.4% | +21.1% | -54.5% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling