-28.8%
CPRT vs PHM
+50.2%
-79.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -0.4% | -3.9% | +3.5% | +0.7% |
| 30D | +8.2% | -8.6% | +16.8% | +10.8% |
| 3M | +2.3% | -2.9% | +5.2% | +3.1% |
| 6M | -14.7% | -5.7% | -9.0% | -13.7% |
| YTD | -18.2% | +1.9% | -20.0% | -19.0% |
| 1Y | -33.4% | -12.3% | -21.0% | -31.6% |
| All | -28.8% | +50.2% | -79.0% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling