+20,924.8%
CPRT vs DHI
+8,301.9%
+12,622.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -0.4% | -2.3% | +1.9% | +0.1% |
| 30D | +8.2% | -5.3% | +13.5% | +9.5% |
| 3M | +2.3% | -7.8% | +10.1% | +3.9% |
| 6M | -14.7% | -5.4% | -9.4% | -14.1% |
| YTD | -18.2% | -2.7% | -15.5% | -18.2% |
| 1Y | -33.4% | -21.0% | -12.4% | -30.6% |
| 3Y | -28.3% | +22.2% | -50.5% | -33.4% |
| 5Y | -9.8% | +62.2% | -72.0% | -21.6% |
| 10Y | +412.4% | +414.3% | -1.9% | +246.8% |
| All | +20,924.8% | +8,301.9% | +12,622.9% | +7,888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling