-38.8%
CPRT vs DGX
+32.7%
-71.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | +3.3% | -1.2% | +4.5% | +3.6% |
| 3M | -3.6% | +15.8% | -19.3% | -6.4% |
| 6M | -15.8% | +18.2% | -33.9% | -18.6% |
| YTD | -23.5% | +37.2% | -60.7% | -27.5% |
| 1Y | -38.8% | +30.4% | -69.1% | -42.4% |
| All | -38.8% | +32.7% | -71.4% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling