-9.8%
CPRT vs PHM
+152.6%
-162.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.4% | -3.9% | +3.5% | +1.0% |
| 30D | +8.2% | -8.6% | +16.8% | +11.7% |
| 3M | +2.3% | -2.9% | +5.2% | +3.2% |
| 6M | -14.7% | -5.7% | -9.0% | -13.5% |
| YTD | -18.2% | +1.9% | -20.0% | -19.6% |
| 1Y | -33.4% | -12.3% | -21.0% | -31.1% |
| 3Y | -28.3% | +50.8% | -79.1% | -44.0% |
| 5Y | -9.8% | +157.3% | -167.1% | -48.1% |
| All | -9.8% | +152.6% | -162.4% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling