-33.4%
CPRT vs DD
+33.7%
-67.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -1.6% |
| 7D | -0.4% | -3.8% | +3.4% | -0.1% |
| 30D | +8.2% | -9.2% | +17.5% | +9.0% |
| 3M | +2.3% | -9.0% | +11.3% | +2.9% |
| 6M | -14.7% | -5.0% | -9.8% | -15.0% |
| YTD | -18.2% | +7.4% | -25.6% | -18.5% |
| 1Y | -33.4% | +35.1% | -68.5% | -34.0% |
| All | -33.4% | +33.7% | -67.0% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling