+8.5%
HD vs CPRT
-15.6%
+24.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | +20.9% | +21.5% | -0.6% | +11.2% |
| 3M | -0.2% | +9.4% | -9.6% | -4.7% |
| 6M | +14.5% | -3.3% | +17.8% | +14.9% |
| YTD | +4.3% | -17.8% | +22.1% | +12.3% |
| 1Y | -3.5% | -22.2% | +18.7% | +6.6% |
| 3Y | +30.1% | -34.0% | +64.1% | +51.0% |
| 5Y | +8.5% | -15.4% | +23.9% | +4.8% |
| All | +8.5% | -15.6% | +24.1% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling