+133.6%
HOOD vs CPRT
-12.4%
+146.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | +3.8% | -1.5% | +5.3% | +5.0% |
| 30D | -26.4% | +21.3% | -47.7% | -38.1% |
| 3M | -14.3% | +10.4% | -24.7% | -23.1% |
| 6M | +3.9% | -4.3% | +8.3% | +3.6% |
| YTD | -28.1% | -18.3% | -9.8% | -16.9% |
| 1Y | -38.8% | -22.5% | -16.3% | -25.8% |
| 3Y | +888.5% | -34.3% | +922.8% | +1,304.1% |
| 5Y | +131.0% | -17.8% | +148.8% | +126.9% |
| All | +133.6% | -12.4% | +146.0% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling