+427.4%
CPRT vs D
+34.8%
+392.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | +1.5% | +0.8% | +1.8% |
| 30D | +16.6% | -2.6% | +19.2% | +17.5% |
| 3M | +9.6% | 0.0% | +9.6% | +9.6% |
| 6M | -11.1% | +7.4% | -18.5% | -13.2% |
| YTD | -13.9% | +15.9% | -29.7% | -17.9% |
| 1Y | -32.5% | +18.1% | -50.6% | -36.2% |
| 3Y | -25.0% | +58.4% | -83.4% | -37.1% |
| 5Y | -7.4% | +5.2% | -12.6% | -10.4% |
| All | +427.4% | +34.8% | +392.6% | +379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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