+1,861.3%
CPRT vs HBM
+471.0%
+1,390.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | 0.0% |
| 7D | +4.0% | +2.4% | +1.6% | +3.6% |
| 30D | +18.2% | -16.0% | +34.2% | +20.4% |
| 3M | +9.2% | -21.3% | +30.5% | +11.7% |
| 6M | -4.8% | -12.2% | +7.4% | -4.9% |
| YTD | -17.5% | +10.7% | -28.2% | -20.9% |
| 1Y | -22.0% | +30.3% | -52.3% | -26.9% |
| 3Y | -33.7% | +432.2% | -466.0% | -50.1% |
| 5Y | -15.0% | +218.8% | -233.8% | -33.8% |
| 10Y | +385.2% | +281.4% | +103.8% | +223.8% |
| All | +1,861.3% | +471.0% | +1,390.3% | +977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling