+1,521.2%
CPRT vs DG
+606.1%
+915.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +2.2% | +8.4% | -6.2% | +0.5% |
| 30D | +16.6% | +4.9% | +11.7% | +15.4% |
| 3M | +9.6% | +29.3% | -19.7% | +3.9% |
| 6M | -11.1% | -11.3% | +0.1% | -9.4% |
| YTD | -13.9% | +1.8% | -15.6% | -14.7% |
| 1Y | -32.5% | +25.3% | -57.9% | -36.3% |
| 3Y | -25.0% | +9.1% | -34.1% | -29.9% |
| 5Y | -7.4% | -34.9% | +27.5% | -2.4% |
| 10Y | +422.0% | +108.2% | +313.8% | +312.6% |
| All | +1,521.2% | +606.1% | +915.1% | +836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling