-18.7%
CPRT vs USHY
+19.5%
-38.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | -0.4% | -0.4% | 0.0% | +0.4% |
| 30D | +21.2% | +0.6% | +20.6% | +20.0% |
| 3M | +8.3% | -2.0% | +10.3% | +12.1% |
| 6M | -3.4% | -0.5% | -2.8% | -2.5% |
| YTD | -18.7% | +0.6% | -19.3% | -19.6% |
| 1Y | -23.5% | +2.1% | -25.6% | -26.3% |
| 3Y | -34.2% | +25.3% | -59.5% | -55.5% |
| All | -18.7% | +19.5% | -38.2% | -29.8% |
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 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