-33.8%
CPRT vs DG
+22.1%
-55.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | -1.5% | -2.5% | +1.0% | -1.2% |
| 30D | +21.4% | +7.7% | +13.7% | +20.4% |
| 3M | +10.4% | +13.1% | -2.7% | +9.0% |
| 6M | -4.3% | +32.0% | -36.3% | -6.4% |
| YTD | -18.3% | +3.3% | -21.6% | -19.0% |
| 1Y | -22.5% | +31.7% | -54.1% | -24.0% |
| All | -33.8% | +22.1% | -55.9% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling