-24.4%
CPRT vs PH
+142.4%
-166.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | -3.1% | +5.3% | +3.0% |
| 30D | +16.6% | -3.2% | +19.9% | +17.3% |
| 3M | +9.6% | +10.6% | -1.0% | +5.9% |
| 6M | -11.1% | -2.1% | -9.0% | -11.2% |
| YTD | -13.9% | +10.2% | -24.1% | -17.2% |
| 1Y | -32.5% | +28.2% | -60.7% | -38.6% |
| All | -24.4% | +142.4% | -166.8% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling