-29.3%
CPRT vs DECK
-12.4%
-16.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +9.9% | +6.0% | +3.9% | +8.6% |
| 30D | +21.1% | +7.4% | +13.7% | +19.3% |
| 3M | +12.3% | -11.7% | +24.0% | +15.0% |
| 6M | -2.0% | -11.0% | +8.9% | +0.1% |
| YTD | -17.0% | -15.4% | -1.7% | -15.2% |
| 1Y | -22.5% | +7.2% | -29.8% | -24.8% |
| All | -29.3% | -12.4% | -16.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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