-15.0%
CPRT vs HBM
+215.2%
-230.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | +4.0% | +2.4% | +1.6% | +3.7% |
| 30D | +18.2% | -16.0% | +34.2% | +19.8% |
| 3M | +9.2% | -21.3% | +30.5% | +11.0% |
| 6M | -4.8% | -12.2% | +7.4% | -5.0% |
| YTD | -17.5% | +10.7% | -28.2% | -20.6% |
| 1Y | -22.0% | +30.3% | -52.3% | -26.6% |
| 3Y | -33.7% | +432.2% | -466.0% | -50.7% |
| 5Y | -15.0% | +218.8% | -233.8% | -33.0% |
| All | -15.0% | +215.2% | -230.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling