-15.0%
CPRT vs PHM
+166.0%
-181.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.0% |
| 7D | +4.0% | +2.9% | +1.1% | +2.9% |
| 30D | +18.2% | +16.5% | +1.7% | +11.9% |
| 3M | +9.2% | +0.6% | +8.5% | +8.7% |
| 6M | -4.8% | +11.6% | -16.4% | -8.9% |
| YTD | -17.5% | +12.1% | -29.6% | -21.8% |
| 1Y | -22.0% | +9.6% | -31.6% | -25.7% |
| 3Y | -33.7% | +62.3% | -96.0% | -49.5% |
| 5Y | -15.0% | +170.4% | -185.4% | -52.5% |
| All | -15.0% | +166.0% | -181.0% | -52.5% |
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