+140.9%
CPRT vs DBX
+22.6%
+118.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.0% |
| 7D | -11.2% | +2.1% | -13.3% | -11.7% |
| 30D | +3.3% | +5.7% | -2.4% | +1.4% |
| 3M | -3.6% | +31.8% | -35.4% | -11.3% |
| 6M | -15.8% | +37.5% | -53.2% | -24.1% |
| YTD | -23.5% | +27.9% | -51.4% | -29.7% |
| 1Y | -38.8% | +15.0% | -53.8% | -42.2% |
| 3Y | -33.4% | +27.2% | -60.6% | -40.7% |
| 5Y | -16.4% | +12.8% | -29.1% | -25.2% |
| All | +140.9% | +22.6% | +118.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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