+21,102.0%
CPRT vs PHM
+4,137.7%
+16,964.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.4% |
| 7D | +4.0% | +2.9% | +1.1% | +3.3% |
| 30D | +18.2% | +16.5% | +1.7% | +14.3% |
| 3M | +9.2% | +0.6% | +8.5% | +9.0% |
| 6M | -4.8% | +11.6% | -16.4% | -7.3% |
| YTD | -17.5% | +12.1% | -29.6% | -20.1% |
| 1Y | -22.0% | +9.6% | -31.6% | -24.2% |
| 3Y | -33.7% | +62.3% | -96.0% | -42.0% |
| 5Y | -15.0% | +170.4% | -185.4% | -34.3% |
| 10Y | +385.2% | +683.0% | -297.8% | +192.0% |
| All | +21,102.0% | +4,137.7% | +16,964.3% | +8,739.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling