-36.6%
CPRT vs PHM
-14.5%
-22.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.4% |
| 7D | -8.4% | -6.4% | -2.1% | -6.6% |
| 30D | +4.6% | -12.1% | +16.7% | +8.4% |
| 3M | -1.9% | -1.5% | -0.4% | -1.0% |
| 6M | -15.3% | -6.0% | -9.3% | -13.9% |
| YTD | -21.5% | -0.3% | -21.2% | -21.5% |
| 1Y | -36.6% | -13.3% | -23.3% | -34.7% |
| All | -36.6% | -14.5% | -22.1% | -34.7% |
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