+22,034.1%
CPRT vs DE
+8,781.6%
+13,252.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +2.2% | +10.0% | -7.8% | -0.5% |
| 30D | +16.6% | +13.3% | +3.3% | +12.4% |
| 3M | +9.6% | +17.5% | -7.9% | +4.2% |
| 6M | -11.1% | +13.6% | -24.7% | -15.1% |
| YTD | -13.9% | +49.8% | -63.7% | -24.2% |
| 1Y | -32.5% | +47.9% | -80.4% | -40.6% |
| 3Y | -25.0% | +72.5% | -97.6% | -37.6% |
| 5Y | -7.4% | +90.2% | -97.6% | -26.5% |
| 10Y | +422.0% | +865.4% | -443.4% | +160.6% |
| All | +22,034.1% | +8,781.6% | +13,252.5% | +6,121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling