-9.8%
CPRT vs HBM
+392.2%
-402.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -0.4% | +5.5% | -5.9% | -0.9% |
| 30D | +8.2% | +3.3% | +5.0% | +7.8% |
| 3M | +2.3% | +12.7% | -10.4% | +0.7% |
| 6M | -14.7% | +28.2% | -42.9% | -18.0% |
| YTD | -18.2% | +45.3% | -63.5% | -23.0% |
| 1Y | -33.4% | +121.7% | -155.1% | -41.0% |
| 3Y | -28.3% | +523.5% | -551.9% | -47.3% |
| 5Y | -9.8% | +393.9% | -403.7% | -34.1% |
| All | -9.8% | +392.2% | -402.1% | -34.1% |
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