+384.0%
HBAN vs CPRT
+23,878.7%
-23,494.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.7% | +2.2% | -1.6% | +0.1% |
| 30D | -3.2% | +16.6% | -19.9% | -7.1% |
| 3M | +4.0% | +9.6% | -5.6% | +1.0% |
| 6M | +3.1% | -11.1% | +14.3% | +5.4% |
| YTD | 0.0% | -13.9% | +13.9% | +2.9% |
| 1Y | -1.2% | -32.5% | +31.3% | +7.9% |
| 3Y | +72.5% | -25.0% | +97.5% | +82.8% |
| 5Y | +39.3% | -7.4% | +46.7% | +39.3% |
| 10Y | +157.3% | +422.0% | -264.6% | +75.7% |
| All | +384.0% | +23,878.7% | -23,494.6% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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