-5.7%
CPRT vs HAS
+13.4%
-19.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +16.6% | +2.3% | +14.4% | +15.9% |
| 3M | +9.6% | +10.4% | -0.8% | +6.7% |
| 6M | -11.1% | -3.2% | -7.9% | -10.9% |
| YTD | -13.9% | +15.4% | -29.3% | -17.6% |
| 1Y | -32.5% | +18.8% | -51.3% | -36.1% |
| 3Y | -25.0% | +43.9% | -69.0% | -33.0% |
| All | -5.7% | +13.4% | -19.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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