-9.8%
CPRT vs HRB
+104.8%
-114.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -0.4% | -10.6% | +10.2% | +1.8% |
| 30D | +8.2% | -0.8% | +9.1% | +8.0% |
| 3M | +2.3% | +19.1% | -16.8% | -1.7% |
| 6M | -14.7% | +48.7% | -63.4% | -22.2% |
| YTD | -18.2% | +7.1% | -25.3% | -20.3% |
| 1Y | -33.4% | -8.3% | -25.0% | -33.1% |
| 3Y | -28.3% | +25.8% | -54.2% | -34.3% |
| 5Y | -9.8% | +111.1% | -120.9% | -25.6% |
| All | -9.8% | +104.8% | -114.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling