-15.4%
CPRT vs HRB
+141.1%
-156.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | -8.1% | +6.7% | +0.4% |
| 30D | +21.5% | +15.0% | +6.5% | +18.1% |
| 3M | +9.4% | +10.2% | -0.8% | +6.8% |
| 6M | -3.3% | +44.2% | -47.5% | -10.8% |
| YTD | -17.8% | +21.0% | -38.8% | -21.9% |
| 1Y | -22.2% | +12.0% | -34.2% | -24.9% |
| 3Y | -34.0% | +24.9% | -58.9% | -39.2% |
| 5Y | -15.4% | +144.6% | -160.1% | -34.1% |
| All | -15.4% | +141.1% | -156.5% | -34.1% |
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