+387.6%
CPRT vs DE
+867.0%
-479.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -8.4% | -2.4% | -6.1% | -7.7% |
| 30D | +4.6% | +9.7% | -5.1% | +1.0% |
| 3M | -1.9% | +21.4% | -23.3% | -9.0% |
| 6M | -15.3% | +15.0% | -30.3% | -20.5% |
| YTD | -21.5% | +46.4% | -67.9% | -33.1% |
| 1Y | -36.6% | +45.6% | -82.3% | -46.1% |
| 3Y | -31.2% | +76.8% | -108.0% | -46.8% |
| 5Y | -14.1% | +99.4% | -113.5% | -39.1% |
| All | +387.6% | +867.0% | -479.4% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling