-27.1%
CPRT vs HIG
+99.1%
-126.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | +9.9% | -4.9% | +14.8% | +11.9% |
| 3M | +5.6% | +6.8% | -1.2% | +3.0% |
| 6M | -13.6% | -1.7% | -11.9% | -13.3% |
| YTD | -16.7% | -0.2% | -16.5% | -17.0% |
| 1Y | -33.1% | +5.7% | -38.8% | -34.9% |
| 3Y | -27.1% | +100.3% | -127.3% | -44.4% |
| All | -27.1% | +99.1% | -126.1% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling