+385.2%
CPRT vs DD
+100.9%
+284.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +4.0% | +2.2% | +1.8% | +3.1% |
| 30D | +18.2% | +20.7% | -2.4% | +10.3% |
| 3M | +9.2% | +11.3% | -2.2% | +4.6% |
| 6M | -4.8% | +6.0% | -10.8% | -7.7% |
| YTD | -17.5% | +31.7% | -49.2% | -26.8% |
| 1Y | -22.0% | +32.2% | -54.2% | -31.0% |
| 3Y | -33.7% | +92.7% | -126.4% | -51.1% |
| 5Y | -15.0% | +72.1% | -87.1% | -35.4% |
| 10Y | +385.2% | +99.7% | +285.5% | +209.0% |
| All | +385.2% | +100.9% | +284.2% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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