+412.4%
CPRT vs DG
+102.6%
+309.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -1.2% |
| 7D | -0.4% | -4.8% | +4.4% | +0.6% |
| 30D | +8.2% | +1.8% | +6.5% | +7.8% |
| 3M | +2.3% | +14.5% | -12.2% | -0.5% |
| 6M | -14.7% | -13.6% | -1.2% | -12.7% |
| YTD | -18.2% | -4.8% | -13.3% | -17.8% |
| 1Y | -33.4% | +21.6% | -54.9% | -36.6% |
| 3Y | -28.3% | +4.5% | -32.8% | -32.3% |
| 5Y | -9.8% | -38.5% | +28.6% | -1.7% |
| 10Y | +412.4% | +102.2% | +310.2% | +297.8% |
| All | +412.4% | +102.6% | +309.8% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling