-22.0%
CPRT vs THC
+51.2%
-73.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.0% | +8.8% | -4.8% | +3.2% |
| 30D | +18.2% | +10.0% | +8.2% | +17.2% |
| 3M | +9.2% | +11.7% | -2.5% | +8.1% |
| 6M | -4.8% | +52.5% | -57.3% | -6.9% |
| YTD | -17.5% | +46.1% | -63.6% | -18.7% |
| 1Y | -22.0% | +49.1% | -71.1% | -22.5% |
| All | -22.0% | +51.2% | -73.2% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling