+22,034.1%
CPRT vs DD
+862.4%
+21,171.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +2.2% | -3.5% | +5.7% | +3.2% |
| 30D | +16.6% | -10.3% | +27.0% | +20.2% |
| 3M | +9.6% | -7.5% | +17.1% | +11.7% |
| 6M | -11.1% | -8.0% | -3.1% | -9.8% |
| YTD | -13.9% | +10.5% | -24.3% | -17.2% |
| 1Y | -32.5% | +38.3% | -70.8% | -39.5% |
| 3Y | -25.0% | +42.5% | -67.5% | -34.6% |
| 5Y | -7.4% | +60.2% | -67.6% | -22.4% |
| 10Y | +422.0% | +68.9% | +353.1% | +308.6% |
| All | +22,034.1% | +862.4% | +21,171.7% | +10,634.5% |
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