-32.5%
CPRT vs DE
+49.4%
-81.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +10.0% | -7.8% | +2.3% |
| 30D | +16.6% | +13.3% | +3.3% | +16.7% |
| 3M | +9.6% | +17.5% | -7.9% | +9.4% |
| 6M | -11.1% | +13.6% | -24.7% | -10.6% |
| YTD | -13.9% | +49.8% | -63.7% | -15.0% |
| 1Y | -32.5% | +47.9% | -80.4% | -33.8% |
| All | -32.5% | +49.4% | -81.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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