+120.8%
CPRT vs EQH
+234.7%
-113.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.1% |
| 7D | -11.2% | +0.7% | -11.9% | -11.4% |
| 30D | +3.3% | +2.8% | +0.5% | +2.1% |
| 3M | -3.6% | +23.1% | -26.7% | -11.3% |
| 6M | -15.8% | +41.4% | -57.1% | -27.0% |
| YTD | -23.5% | +14.3% | -37.8% | -28.4% |
| 1Y | -38.8% | +1.6% | -40.4% | -40.3% |
| 3Y | -33.4% | +102.7% | -136.2% | -52.2% |
| 5Y | -16.4% | +104.5% | -120.9% | -41.5% |
| All | +120.8% | +234.7% | -113.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling