+233.6%
CPRT vs USHY
+49.7%
+183.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.7% |
| 7D | -11.2% | -0.7% | -10.5% | -10.0% |
| 30D | +3.3% | -0.7% | +4.0% | +4.7% |
| 3M | -3.6% | +0.1% | -3.6% | -3.6% |
| 6M | -15.8% | +1.8% | -17.5% | -18.4% |
| YTD | -23.5% | +1.8% | -25.3% | -25.9% |
| 1Y | -38.8% | +3.3% | -42.0% | -42.3% |
| 3Y | -33.4% | +27.0% | -60.4% | -56.9% |
| 5Y | -16.4% | +21.0% | -37.4% | -39.3% |
| All | +233.6% | +49.7% | +183.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling