-5.7%
CPRT vs THC
+250.3%
-256.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +16.6% | +1.3% | +15.4% | +16.3% |
| 3M | +9.6% | +64.2% | -54.7% | -0.1% |
| 6M | -11.1% | +8.3% | -19.4% | -12.9% |
| YTD | -13.9% | +33.4% | -47.2% | -19.2% |
| 1Y | -32.5% | +37.7% | -70.2% | -37.5% |
| 3Y | -25.0% | +236.8% | -261.8% | -46.0% |
| All | -5.7% | +250.3% | -256.0% | -33.5% |
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 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