-18.7%
CPRT vs DBX
+24.0%
-42.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.4% | -3.3% | +2.9% | +0.6% |
| 30D | +21.2% | -5.9% | +27.0% | +23.5% |
| 3M | +8.3% | -6.7% | +15.0% | +10.3% |
| 6M | -3.4% | +28.0% | -31.3% | -12.1% |
| YTD | -18.7% | +20.6% | -39.3% | -25.1% |
| 1Y | -23.5% | +10.3% | -33.8% | -27.4% |
| 3Y | -34.2% | +24.0% | -58.2% | -43.7% |
| All | -18.7% | +24.0% | -42.7% | -33.1% |
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 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