+387.6%
CPRT vs HUBB
+437.4%
-49.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -8.4% | -1.7% | -6.7% | -7.8% |
| 30D | +4.6% | -12.7% | +17.3% | +10.4% |
| 3M | -1.9% | -2.9% | +1.0% | -2.0% |
| 6M | -15.3% | -4.8% | -10.5% | -15.6% |
| YTD | -21.5% | +2.8% | -24.2% | -24.9% |
| 1Y | -36.6% | +3.5% | -40.2% | -40.1% |
| 3Y | -31.2% | +43.5% | -74.7% | -46.7% |
| 5Y | -14.1% | +154.2% | -168.3% | -52.0% |
| All | +387.6% | +437.4% | -49.8% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling