-34.2%
CPRT vs DINO
+115.3%
-149.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.4% | +5.7% | -6.1% | -0.5% |
| 30D | +21.2% | -19.6% | +40.7% | +22.0% |
| 3M | +8.3% | +11.8% | -3.5% | +7.2% |
| 6M | -3.4% | +49.0% | -52.3% | -6.0% |
| YTD | -18.7% | +128.1% | -146.8% | -24.7% |
| 1Y | -23.5% | +96.3% | -119.8% | -28.0% |
| 3Y | -34.2% | +113.8% | -147.9% | -40.1% |
| All | -34.2% | +115.3% | -149.4% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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