-30.5%
CPRT vs DD
+90.7%
-121.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +0.5% |
| 7D | +1.6% | +9.8% | -8.2% | -0.4% |
| 30D | +18.8% | +19.3% | -0.6% | +14.5% |
| 3M | +9.4% | +9.4% | 0.0% | +7.3% |
| 6M | -4.4% | +4.8% | -9.2% | -5.6% |
| YTD | -17.1% | +30.2% | -47.4% | -22.6% |
| 1Y | -19.9% | +32.2% | -52.1% | -25.6% |
| 3Y | -30.5% | +93.1% | -123.6% | -47.1% |
| All | -30.5% | +90.7% | -121.2% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling