-27.1%
CPRT vs HBM
+522.1%
-549.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.1% | -3.6% |
| 7D | +0.4% | +7.4% | -7.0% | +0.1% |
| 30D | +9.9% | +5.1% | +4.9% | +9.6% |
| 3M | +5.6% | +11.1% | -5.5% | +5.1% |
| 6M | -13.6% | +30.2% | -43.8% | -15.5% |
| YTD | -16.7% | +46.2% | -62.9% | -19.7% |
| 1Y | -33.1% | +120.0% | -153.2% | -38.1% |
| 3Y | -27.1% | +527.4% | -554.5% | -41.4% |
| All | -27.1% | +522.1% | -549.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling