-9.9%
CPRT vs DD
+61.7%
-71.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +9.9% | -7.4% | +17.3% | +12.7% |
| 3M | +5.6% | -6.4% | +12.1% | +7.6% |
| 6M | -13.6% | -2.5% | -11.1% | -13.9% |
| YTD | -16.7% | +10.2% | -27.0% | -20.9% |
| 1Y | -33.1% | +36.9% | -70.1% | -41.9% |
| 3Y | -27.1% | +47.0% | -74.1% | -40.3% |
| 5Y | -9.9% | +63.1% | -73.0% | -30.0% |
| All | -9.9% | +61.7% | -71.6% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling