+392.8%
CPRT vs D
+42.6%
+350.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +6.0% | +3.0% | +3.1% | +5.2% |
| 30D | +20.0% | +11.5% | +8.5% | +16.3% |
| 3M | +10.1% | +3.7% | +6.4% | +8.9% |
| 6M | -4.3% | +13.5% | -17.9% | -7.9% |
| YTD | -18.4% | +20.7% | -39.1% | -23.1% |
| 1Y | -20.1% | +18.2% | -38.3% | -24.3% |
| 3Y | -30.4% | +73.3% | -103.7% | -43.1% |
| 5Y | -17.0% | +12.3% | -29.2% | -21.2% |
| All | +392.8% | +42.6% | +350.2% | +348.6% |
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