-17.8%
CPRT vs DG
-34.0%
+16.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.2% |
| 7D | -1.5% | -2.5% | +1.0% | -1.1% |
| 30D | +21.4% | +7.7% | +13.7% | +20.0% |
| 3M | +10.4% | +13.1% | -2.7% | +8.4% |
| 6M | -4.3% | +32.0% | -36.3% | -7.9% |
| YTD | -18.3% | +3.3% | -21.6% | -19.1% |
| 1Y | -22.5% | +31.7% | -54.1% | -25.6% |
| 3Y | -34.3% | +21.7% | -56.0% | -38.2% |
| 5Y | -17.8% | -34.7% | +17.0% | -11.7% |
| All | -17.8% | -34.0% | +16.3% | -11.7% |
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