-17.1%
CPRT vs THC
+274.4%
-291.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +6.0% | +3.7% | +2.4% | +5.3% |
| 30D | +20.0% | +9.0% | +11.0% | +18.1% |
| 3M | +10.1% | +10.4% | -0.3% | +8.0% |
| 6M | -4.3% | +45.7% | -50.0% | -11.1% |
| YTD | -18.4% | +42.6% | -61.0% | -24.4% |
| 1Y | -20.1% | +38.8% | -58.8% | -25.8% |
| 3Y | -30.4% | +418.8% | -449.2% | -54.9% |
| All | -17.1% | +274.4% | -291.5% | -43.1% |
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