+415.3%
CPRT vs THC
+952.2%
-536.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -3.0% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | +9.9% | -1.2% | +11.1% | +10.1% |
| 3M | +5.6% | +58.9% | -53.3% | -2.1% |
| 6M | -13.6% | +9.3% | -23.0% | -15.3% |
| YTD | -16.7% | +30.4% | -47.1% | -21.0% |
| 1Y | -33.1% | +34.6% | -67.7% | -37.2% |
| 3Y | -27.1% | +246.7% | -273.7% | -43.1% |
| 5Y | -9.9% | +244.5% | -254.4% | -31.6% |
| 10Y | +415.3% | +950.1% | -534.8% | +196.4% |
| All | +415.3% | +952.2% | -536.9% | +196.4% |
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