+6,403.9%
HD vs CPRT
+22,620.0%
-16,216.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +4.3% | +6.0% | -1.7% | +3.1% |
| 30D | +20.2% | +20.0% | +0.2% | +15.6% |
| 3M | -1.0% | +10.1% | -11.1% | -3.3% |
| 6M | +7.9% | -4.3% | +12.2% | +8.5% |
| YTD | +2.0% | -18.4% | +20.4% | +5.9% |
| 1Y | -4.3% | -20.1% | +15.8% | -0.3% |
| 3Y | +25.9% | -30.4% | +56.3% | +34.5% |
| 5Y | +5.8% | -17.0% | +22.8% | +8.4% |
| 10Y | +262.5% | +403.2% | -140.7% | +167.1% |
| All | +6,403.9% | +22,620.0% | -16,216.1% | +2,931.0% |
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