-14.1%
CPRT vs USHY
+20.9%
-35.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.1% |
| 7D | -8.4% | -0.7% | -7.7% | -7.2% |
| 30D | +4.6% | -0.5% | +5.1% | +5.6% |
| 3M | -1.9% | +0.5% | -2.5% | -2.8% |
| 6M | -15.3% | +1.5% | -16.8% | -17.5% |
| YTD | -21.5% | +1.7% | -23.2% | -23.8% |
| 1Y | -36.6% | +3.5% | -40.2% | -40.4% |
| 3Y | -31.2% | +27.2% | -58.3% | -54.7% |
| 5Y | -14.1% | +21.0% | -35.1% | -24.4% |
| All | -14.1% | +20.9% | -35.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling