+343.8%
HPE vs CPRT
-9.0%
+352.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.1% | +8.9% |
| 7D | +10.1% | +0.4% | +9.7% | +9.9% |
| 30D | +5.3% | +9.9% | -4.6% | +1.1% |
| 3M | +12.7% | +5.6% | +7.0% | +8.7% |
| 6M | +167.7% | -13.6% | +181.3% | +182.2% |
| YTD | +135.5% | -16.7% | +152.2% | +152.8% |
| 1Y | +143.4% | -33.1% | +176.5% | +191.8% |
| 3Y | +249.2% | -27.1% | +276.2% | +299.7% |
| 5Y | +343.8% | -9.9% | +353.7% | +316.5% |
| All | +343.8% | -9.0% | +352.8% | +316.5% |
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