+361.5%
CPRT vs DD
+97.1%
+264.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.4% | +5.0% | -5.3% | -2.1% |
| 30D | +21.2% | +19.7% | +1.5% | +13.3% |
| 3M | +8.3% | +7.2% | +1.1% | +5.2% |
| 6M | -3.4% | +1.0% | -4.4% | -4.6% |
| YTD | -18.7% | +29.1% | -47.8% | -27.4% |
| 1Y | -23.5% | +28.5% | -52.0% | -31.7% |
| 3Y | -34.2% | +89.4% | -123.6% | -51.1% |
| 5Y | -18.2% | +67.1% | -85.3% | -37.2% |
| All | +361.5% | +97.1% | +264.3% | +190.0% |
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