+24,747.6%
CPRT vs DGX
+8,794.8%
+15,952.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | +8.2% | -0.9% | +9.2% | +8.5% |
| 3M | +2.3% | +15.6% | -13.3% | -1.6% |
| 6M | -14.7% | +17.8% | -32.5% | -18.5% |
| YTD | -18.2% | +37.5% | -55.6% | -25.1% |
| 1Y | -33.4% | +31.2% | -64.5% | -38.3% |
| 3Y | -28.3% | +96.6% | -124.9% | -41.1% |
| 5Y | -9.8% | +64.9% | -74.7% | -22.8% |
| 10Y | +412.4% | +254.6% | +157.8% | +255.9% |
| All | +24,747.6% | +8,794.8% | +15,952.8% | +8,946.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling