+374.9%
CPRT vs HIG
+313.7%
+61.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -11.2% | -1.5% | -9.7% | -10.7% |
| 30D | +3.3% | -0.4% | +3.7% | +3.4% |
| 3M | -3.6% | +6.7% | -10.2% | -5.9% |
| 6M | -15.8% | +2.0% | -17.7% | -16.5% |
| YTD | -23.5% | +0.3% | -23.8% | -23.8% |
| 1Y | -38.8% | +4.2% | -42.9% | -40.0% |
| 3Y | -33.4% | +102.2% | -135.7% | -49.3% |
| 5Y | -16.4% | +118.5% | -134.9% | -38.6% |
| All | +374.9% | +313.7% | +61.3% | +160.3% |
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