+374.9%
CPRT vs DGX
+255.3%
+119.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | -11.2% | -0.9% | -10.3% | -10.9% |
| 30D | +3.3% | -1.2% | +4.5% | +3.7% |
| 3M | -3.6% | +15.8% | -19.3% | -8.9% |
| 6M | -15.8% | +18.2% | -33.9% | -21.2% |
| YTD | -23.5% | +37.2% | -60.7% | -32.7% |
| 1Y | -38.8% | +30.4% | -69.1% | -45.2% |
| 3Y | -33.4% | +96.7% | -130.2% | -50.9% |
| 5Y | -16.4% | +67.2% | -83.5% | -34.7% |
| All | +374.9% | +255.3% | +119.6% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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