+21,102.0%
CPRT vs DD
+1,047.3%
+20,054.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +4.0% | +2.2% | +1.8% | +3.3% |
| 30D | +18.2% | +20.7% | -2.4% | +11.9% |
| 3M | +9.2% | +11.3% | -2.2% | +5.5% |
| 6M | -4.8% | +6.0% | -10.8% | -7.1% |
| YTD | -17.5% | +31.7% | -49.2% | -24.8% |
| 1Y | -22.0% | +32.2% | -54.2% | -29.0% |
| 3Y | -33.7% | +92.7% | -126.4% | -47.0% |
| 5Y | -15.0% | +72.1% | -87.1% | -30.4% |
| 10Y | +385.2% | +99.7% | +285.5% | +261.0% |
| All | +21,102.0% | +1,047.3% | +20,054.7% | +9,651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling