+25.9%
HD vs CPRT
-30.7%
+56.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | +4.3% | +6.0% | -1.7% | +2.3% |
| 30D | +20.2% | +20.0% | +0.2% | +13.1% |
| 3M | -1.0% | +10.1% | -11.1% | -4.8% |
| 6M | +7.9% | -4.3% | +12.2% | +8.5% |
| YTD | +2.0% | -18.4% | +20.4% | +8.0% |
| 1Y | -4.3% | -20.1% | +15.8% | +2.1% |
| 3Y | +25.9% | -30.4% | +56.3% | +40.2% |
| All | +25.9% | -30.7% | +56.6% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling