-23.5%
CPRT vs HRB
+13.5%
-37.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -0.4% | -5.1% | +4.7% | +0.7% |
| 30D | +21.2% | +8.7% | +12.5% | +19.2% |
| 3M | +8.3% | -5.4% | +13.7% | +9.0% |
| 6M | -3.4% | +41.6% | -44.9% | -9.9% |
| YTD | -18.7% | +18.7% | -37.4% | -18.9% |
| 1Y | -23.5% | +16.4% | -40.0% | -23.3% |
| All | -23.5% | +13.5% | -37.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling