+387.6%
CPRT vs PHM
+556.2%
-168.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.2% |
| 7D | -8.4% | -6.6% | -1.9% | -6.1% |
| 30D | +4.6% | -12.3% | +16.9% | +9.7% |
| 3M | -1.9% | -1.8% | -0.2% | -1.5% |
| 6M | -15.3% | -6.2% | -9.1% | -13.9% |
| YTD | -21.5% | -0.5% | -20.9% | -22.2% |
| 1Y | -36.6% | -13.5% | -23.1% | -34.2% |
| 3Y | -31.2% | +47.2% | -78.4% | -43.9% |
| 5Y | -14.1% | +154.2% | -168.3% | -45.0% |
| All | +387.6% | +556.2% | -168.6% | +119.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling