-23.9%
CPRT vs DE
+49.6%
-73.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +5.0% |
| 7D | +12.6% | +5.6% | +7.0% | +12.5% |
| 30D | +18.0% | -0.8% | +18.8% | +17.9% |
| 3M | +11.0% | +9.8% | +1.1% | +10.9% |
| 6M | -2.0% | +17.5% | -19.6% | -2.1% |
| YTD | -16.7% | +46.5% | -63.1% | -19.1% |
| 1Y | -23.9% | +46.1% | -70.0% | -26.2% |
| All | -23.9% | +49.6% | -73.5% | -26.2% |
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