-3.5%
HD vs CPRT
-22.3%
+18.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | +20.9% | +21.5% | -0.6% | +14.3% |
| 3M | -0.2% | +9.4% | -9.6% | -3.5% |
| 6M | +14.5% | -3.3% | +17.8% | +13.7% |
| YTD | +4.3% | -17.8% | +22.1% | +6.9% |
| 1Y | -3.5% | -22.2% | +18.7% | +1.2% |
| All | -3.5% | -22.3% | +18.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling