-9.9%
CPRT vs DG
-37.3%
+27.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.7% |
| 7D | +0.4% | -2.5% | +2.9% | +0.8% |
| 30D | +9.9% | +1.0% | +8.9% | +9.7% |
| 3M | +5.6% | +20.3% | -14.7% | +2.9% |
| 6M | -13.6% | -11.7% | -1.9% | -12.6% |
| YTD | -16.7% | -2.3% | -14.4% | -16.9% |
| 1Y | -33.1% | +20.0% | -53.1% | -35.1% |
| 3Y | -27.1% | +7.2% | -34.3% | -29.7% |
| 5Y | -9.9% | -37.9% | +28.1% | -2.5% |
| All | -9.9% | -37.3% | +27.4% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling