+22,034.1%
CPRT vs THC
+485.0%
+21,549.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 3M | +9.6% | +64.2% | -54.7% | +2.5% |
| 6M | -11.1% | +8.3% | -19.4% | -12.5% |
| YTD | -13.9% | +33.4% | -47.2% | -17.7% |
| 1Y | -32.5% | +37.7% | -70.2% | -36.0% |
| 3Y | -25.0% | +236.8% | -261.8% | -38.0% |
| 5Y | -7.4% | +249.3% | -256.6% | -25.4% |
| 10Y | +422.0% | +995.2% | -573.3% | +230.7% |
| All | +22,034.1% | +485.0% | +21,549.2% | +11,555.5% |
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 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