-28.8%
CPRT vs DE
+75.0%
-103.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.4% | -3.0% | +2.6% | +0.1% |
| 30D | +8.2% | +11.1% | -2.9% | +6.1% |
| 3M | +2.3% | +17.6% | -15.3% | -1.2% |
| 6M | -14.7% | +13.6% | -28.3% | -17.1% |
| YTD | -18.2% | +46.3% | -64.4% | -26.1% |
| 1Y | -33.4% | +44.2% | -77.5% | -39.8% |
| All | -28.8% | +75.0% | -103.8% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling