+361.5%
CPRT vs HIG
+261.7%
+99.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -0.4% | +2.6% | -3.0% | -1.3% |
| 30D | +21.2% | +4.2% | +17.0% | +19.4% |
| 3M | +8.3% | +0.2% | +8.1% | +8.2% |
| 6M | -3.4% | +4.6% | -8.0% | -5.1% |
| YTD | -18.7% | +1.1% | -19.8% | -19.3% |
| 1Y | -23.5% | +4.7% | -28.2% | -25.1% |
| 3Y | -34.2% | +95.5% | -129.6% | -49.1% |
| 5Y | -18.2% | +111.7% | -129.9% | -39.2% |
| All | +361.5% | +261.7% | +99.7% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling