+2,689.7%
CPRT vs HDB
+3,812.1%
-1,122.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +16.6% | -2.8% | +19.4% | +17.4% |
| 3M | +9.6% | -3.5% | +13.1% | +10.1% |
| 6M | -11.1% | -24.7% | +13.6% | -5.9% |
| YTD | -13.9% | -36.6% | +22.7% | -5.4% |
| 1Y | -32.5% | -34.4% | +1.9% | -26.5% |
| 3Y | -25.0% | -24.4% | -0.6% | -22.1% |
| 5Y | -7.4% | -35.4% | +28.0% | -1.1% |
| 10Y | +422.0% | +39.5% | +382.4% | +358.7% |
| All | +2,689.7% | +3,812.1% | -1,122.5% | +1,172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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