-8.2%
CPRT vs DBX
+6.4%
-14.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.9% |
| 30D | +9.9% | -2.9% | +12.8% | +10.7% |
| 3M | +5.6% | +23.8% | -18.2% | -2.3% |
| 6M | -13.6% | +26.2% | -39.8% | -21.4% |
| YTD | -16.7% | +21.6% | -38.3% | -23.3% |
| 1Y | -33.1% | +11.4% | -44.6% | -36.8% |
| 3Y | -27.1% | +21.3% | -48.3% | -36.5% |
| All | -8.2% | +6.4% | -14.6% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling