+363.9%
CPRT vs DG
+105.9%
+258.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | -1.5% | -2.5% | +1.0% | -1.0% |
| 30D | +21.4% | +7.7% | +13.7% | +19.5% |
| 3M | +10.4% | +13.1% | -2.7% | +7.5% |
| 6M | -4.3% | +32.0% | -36.3% | -9.6% |
| YTD | -18.3% | +3.3% | -21.6% | -19.3% |
| 1Y | -22.5% | +31.7% | -54.1% | -27.3% |
| 3Y | -34.3% | +21.7% | -56.0% | -40.1% |
| 5Y | -17.8% | -34.7% | +17.0% | -11.2% |
| All | +363.9% | +105.9% | +258.0% | +271.3% |
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