+386.7%
CPRT vs PH
+778.3%
-391.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.7% | -0.2% |
| 7D | +1.6% | +3.0% | -1.4% | +0.2% |
| 30D | +18.8% | -0.6% | +19.4% | +18.5% |
| 3M | +9.4% | -10.7% | +20.1% | +13.7% |
| 6M | -4.4% | +9.1% | -13.5% | -9.3% |
| YTD | -17.1% | +9.5% | -26.6% | -22.1% |
| 1Y | -19.9% | +14.0% | -33.9% | -26.2% |
| 3Y | -30.5% | +138.9% | -169.4% | -55.9% |
| 5Y | -15.9% | +209.1% | -225.1% | -53.8% |
| 10Y | +386.7% | +737.3% | -350.6% | +61.9% |
| All | +386.7% | +778.3% | -391.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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