+415.3%
CPRT vs PH
+794.6%
-379.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +9.9% | -10.8% | +20.7% | +15.1% |
| 3M | +5.6% | +8.5% | -2.8% | +1.3% |
| 6M | -13.6% | +3.9% | -17.5% | -16.2% |
| YTD | -16.7% | +9.4% | -26.1% | -21.2% |
| 1Y | -33.1% | +26.8% | -59.9% | -41.1% |
| 3Y | -27.1% | +140.8% | -167.9% | -53.6% |
| 5Y | -9.9% | +253.8% | -263.7% | -53.0% |
| 10Y | +415.3% | +792.3% | -377.0% | +65.2% |
| All | +415.3% | +794.6% | -379.3% | +65.2% |
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