+227.4%
HPE vs CPRT
-30.7%
+258.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +6.1% |
| 7D | -7.1% | +1.6% | -8.8% | -7.2% |
| 30D | -35.3% | +18.8% | -54.1% | -36.5% |
| 3M | -10.4% | +9.4% | -19.9% | -12.0% |
| 6M | +52.5% | -4.4% | +56.9% | +56.5% |
| YTD | +100.3% | -17.1% | +117.4% | +122.4% |
| 1Y | +106.4% | -19.9% | +126.3% | +133.1% |
| 3Y | +227.4% | -30.5% | +257.9% | +299.1% |
| All | +227.4% | -30.7% | +258.1% | +299.1% |
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 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