+2,584.6%
CPRT vs HDB
+4,256.0%
-1,671.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.0% |
| 7D | +1.6% | +13.7% | -12.1% | -1.2% |
| 30D | +18.8% | +15.8% | +2.9% | +15.0% |
| 3M | +9.4% | +9.2% | +0.2% | +7.0% |
| 6M | -4.4% | +3.2% | -7.5% | -5.6% |
| YTD | -17.1% | -29.4% | +12.3% | -11.3% |
| 1Y | -19.9% | -27.9% | +8.0% | -14.7% |
| 3Y | -30.5% | -5.9% | -24.6% | -31.3% |
| 5Y | -15.9% | -23.5% | +7.6% | -13.6% |
| 10Y | +386.7% | +61.3% | +325.4% | +313.6% |
| All | +2,584.6% | +4,256.0% | -1,671.4% | +1,092.9% |
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