-16.1%
CPRT vs DHI
+61.2%
-77.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | -11.2% | -3.4% | -7.8% | -10.2% |
| 30D | +3.3% | -5.4% | +8.7% | +5.2% |
| 3M | -3.6% | -10.4% | +6.9% | -0.2% |
| 6M | -15.8% | -2.8% | -13.0% | -15.6% |
| YTD | -23.5% | -3.4% | -20.1% | -23.5% |
| 1Y | -38.8% | -22.9% | -15.8% | -34.2% |
| 3Y | -33.4% | +20.7% | -54.1% | -43.8% |
| All | -16.1% | +61.2% | -77.3% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling