+21,102.0%
CPRT vs PH
+15,027.6%
+6,074.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +4.0% | +2.1% | +1.9% | +3.1% |
| 30D | +18.2% | +0.3% | +18.0% | +17.6% |
| 3M | +9.2% | -8.8% | +18.0% | +11.9% |
| 6M | -4.8% | +10.0% | -14.9% | -9.1% |
| YTD | -17.5% | +10.5% | -28.0% | -21.8% |
| 1Y | -22.0% | +15.5% | -37.5% | -27.3% |
| 3Y | -33.7% | +136.4% | -170.1% | -53.2% |
| 5Y | -15.0% | +213.6% | -228.6% | -46.2% |
| 10Y | +385.2% | +713.9% | -328.7% | +110.5% |
| All | +21,102.0% | +15,027.6% | +6,074.4% | +3,732.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling