+621.7%
HPE vs CPRT
+677.6%
-55.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.7% |
| 7D | -0.6% | +2.2% | -2.8% | -1.5% |
| 30D | -2.3% | +16.6% | -18.9% | -9.4% |
| 3M | -2.9% | +9.6% | -12.5% | -8.8% |
| 6M | +143.6% | -11.1% | +154.7% | +151.7% |
| YTD | +118.5% | -13.9% | +132.4% | +129.3% |
| 1Y | +129.2% | -32.5% | +161.7% | +171.9% |
| 3Y | +212.5% | -25.0% | +237.6% | +248.8% |
| 5Y | +286.9% | -7.4% | +294.3% | +276.8% |
| 10Y | +432.3% | +422.0% | +10.4% | +108.7% |
| All | +621.7% | +677.6% | -55.9% | +107.0% |
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