+126.7%
CPRT vs EQH
+230.1%
-103.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | -8.4% | -1.8% | -6.7% | -7.8% |
| 30D | +4.6% | +2.4% | +2.2% | +3.5% |
| 3M | -1.9% | +26.3% | -28.2% | -10.8% |
| 6M | -15.3% | +35.8% | -51.1% | -25.5% |
| YTD | -21.5% | +12.7% | -34.1% | -26.1% |
| 1Y | -36.6% | +2.5% | -39.1% | -38.4% |
| 3Y | -31.2% | +98.6% | -129.8% | -50.2% |
| 5Y | -14.1% | +101.7% | -115.8% | -39.7% |
| All | +126.7% | +230.1% | -103.4% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling