+363.9%
CPRT vs THC
+1,818.8%
-1,454.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +21.4% | +7.5% | +13.9% | +19.9% |
| 3M | +10.4% | +7.5% | +2.9% | +8.9% |
| 6M | -4.3% | +46.4% | -50.8% | -10.6% |
| YTD | -18.3% | +44.4% | -62.6% | -24.0% |
| 1Y | -22.5% | +43.4% | -65.9% | -28.0% |
| 3Y | -34.3% | +433.3% | -467.6% | -52.9% |
| 5Y | -17.8% | +262.5% | -280.3% | -38.9% |
| All | +363.9% | +1,818.8% | -1,454.9% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling