-18.7%
CPRT vs THC
+258.4%
-277.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.4% | +1.0% | -1.3% | -0.6% |
| 30D | +21.2% | +5.3% | +15.9% | +20.0% |
| 3M | +8.3% | +7.1% | +1.2% | +6.8% |
| 6M | -3.4% | +46.0% | -49.4% | -10.3% |
| YTD | -18.7% | +43.9% | -62.6% | -24.8% |
| 1Y | -23.5% | +45.4% | -69.0% | -29.6% |
| 3Y | -34.2% | +421.3% | -455.4% | -57.5% |
| All | -18.7% | +258.4% | -277.0% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling