+20,872.3%
CPRT vs PH
+14,285.0%
+6,587.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.6% |
| 7D | +6.0% | +2.0% | +4.0% | +5.2% |
| 30D | +20.0% | -3.7% | +23.7% | +21.1% |
| 3M | +10.1% | -14.0% | +24.2% | +15.3% |
| 6M | -4.3% | +2.1% | -6.4% | -6.2% |
| YTD | -18.4% | +5.1% | -23.5% | -21.2% |
| 1Y | -20.1% | +10.9% | -31.0% | -24.4% |
| 3Y | -30.4% | +132.9% | -163.4% | -50.6% |
| 5Y | -17.0% | +200.1% | -217.1% | -46.7% |
| 10Y | +403.2% | +783.8% | -380.6% | +112.8% |
| All | +20,872.3% | +14,285.0% | +6,587.3% | +3,758.3% |
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 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