-27.1%
CPRT vs HRB
+28.7%
-55.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.1% | -2.2% |
| 7D | +0.4% | -9.1% | +9.5% | +2.0% |
| 30D | +9.9% | +0.3% | +9.7% | +9.5% |
| 3M | +5.6% | +23.4% | -17.8% | +1.4% |
| 6M | -13.6% | +45.1% | -58.7% | -19.7% |
| YTD | -16.7% | +8.9% | -25.6% | -18.8% |
| 1Y | -33.1% | -7.9% | -25.2% | -33.0% |
| 3Y | -27.1% | +27.9% | -55.0% | -36.4% |
| All | -27.1% | +28.7% | -55.8% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling