-15.6%
CPRT vs DECK
+25.8%
-41.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +9.9% | +6.0% | +3.9% | +8.2% |
| 30D | +21.1% | +7.4% | +13.7% | +18.7% |
| 3M | +12.3% | -11.7% | +24.0% | +15.9% |
| 6M | -2.0% | -11.0% | +8.9% | +0.7% |
| YTD | -17.0% | -15.4% | -1.7% | -14.7% |
| 1Y | -22.5% | +7.2% | -29.8% | -25.8% |
| 3Y | -29.3% | -11.8% | -17.4% | -35.3% |
| 5Y | -15.6% | +24.3% | -39.9% | -36.8% |
| All | -15.6% | +25.8% | -41.4% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling