-23.9%
CPRT vs PHM
+16.2%
-40.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.2% | -2.1% | +2.5% |
| 7D | +12.6% | +13.6% | -0.9% | +8.1% |
| 30D | +18.0% | +19.3% | -1.3% | +11.4% |
| 3M | +11.0% | +3.5% | +7.5% | +8.7% |
| 6M | -2.0% | +18.6% | -20.6% | -6.7% |
| YTD | -16.7% | +16.7% | -33.4% | -20.5% |
| 1Y | -23.9% | +14.6% | -38.5% | -27.4% |
| All | -23.9% | +16.2% | -40.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling