+599.2%
HPE vs CPRT
+641.9%
-42.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | -28.6% | +21.5% | -50.0% | -34.7% |
| 3M | -7.4% | +9.4% | -16.8% | -13.1% |
| 6M | +63.7% | -3.3% | +67.0% | +59.0% |
| YTD | +111.7% | -17.8% | +129.5% | +122.9% |
| 1Y | +123.5% | -22.2% | +145.7% | +141.6% |
| 3Y | +238.7% | -34.0% | +272.7% | +295.3% |
| 5Y | +261.0% | -15.4% | +276.5% | +262.6% |
| 10Y | +390.2% | +376.0% | +14.2% | +98.7% |
| All | +599.2% | +641.9% | -42.7% | +101.3% |
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