+5.8%
HD vs CPRT
-25.5%
+31.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -2.1% | +2.2% | -4.3% | -2.8% |
| 30D | -8.4% | +16.6% | -25.1% | -13.4% |
| 3M | +4.3% | +9.6% | -5.2% | +0.6% |
| 6M | -11.1% | -11.1% | 0.0% | -7.9% |
| YTD | -4.7% | -13.9% | +9.2% | -0.3% |
| 1Y | -19.8% | -32.5% | +12.7% | -8.1% |
| All | +5.8% | -25.5% | +31.3% | +12.7% |
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 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