+157.4%
CPRT vs DBX
+15.6%
+141.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -1.5% | -6.3% | +4.8% | +0.3% |
| 30D | +21.4% | -5.9% | +27.2% | +23.4% |
| 3M | +10.4% | -0.4% | +10.7% | +10.0% |
| 6M | -4.3% | +29.8% | -34.1% | -12.0% |
| YTD | -18.3% | +20.5% | -38.8% | -23.7% |
| 1Y | -22.5% | +8.7% | -31.1% | -25.6% |
| 3Y | -34.3% | +25.9% | -60.3% | -41.5% |
| 5Y | -17.8% | +24.2% | -41.9% | -28.0% |
| All | +157.4% | +15.6% | +141.8% | +103.0% |
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