-17.8%
CPRT vs DE
+102.8%
-120.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | +21.4% | +4.4% | +16.9% | +20.2% |
| 3M | +10.4% | +9.8% | +0.6% | +7.8% |
| 6M | -4.3% | +15.8% | -20.1% | -8.1% |
| YTD | -18.3% | +47.0% | -65.2% | -27.0% |
| 1Y | -22.5% | +42.8% | -65.3% | -30.3% |
| 3Y | -34.3% | +88.9% | -123.3% | -46.2% |
| 5Y | -17.8% | +101.9% | -119.6% | -34.8% |
| All | -17.8% | +102.8% | -120.6% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling