+21,016.7%
CPRT vs THC
+546.6%
+20,470.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +21.5% | +9.0% | +12.5% | +20.1% |
| 3M | +9.4% | +12.9% | -3.5% | +7.6% |
| 6M | -3.3% | +52.8% | -56.1% | -8.8% |
| YTD | -17.8% | +47.4% | -65.3% | -22.5% |
| 1Y | -22.2% | +47.7% | -69.9% | -26.8% |
| 3Y | -34.0% | +444.7% | -478.6% | -48.7% |
| 5Y | -15.4% | +269.3% | -284.7% | -32.3% |
| 10Y | +376.0% | +1,913.5% | -1,537.6% | +183.6% |
| All | +21,016.7% | +546.6% | +20,470.1% | +10,871.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling