-31.7%
CPRT vs DGX
+93.2%
-124.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.7% |
| 7D | -8.4% | -3.5% | -5.0% | -7.8% |
| 30D | +4.6% | -2.7% | +7.3% | +5.1% |
| 3M | -1.9% | +13.9% | -15.8% | -4.2% |
| 6M | -15.3% | +16.0% | -31.3% | -17.6% |
| YTD | -21.5% | +34.9% | -56.4% | -25.4% |
| 1Y | -36.6% | +30.6% | -67.2% | -39.6% |
| All | -31.7% | +93.2% | -124.9% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling