-8.2%
CPRT vs DINO
+328.8%
-337.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.5% |
| 7D | +0.4% | +4.2% | -3.8% | 0.0% |
| 30D | +9.9% | +33.9% | -24.0% | +7.1% |
| 3M | +5.6% | +50.5% | -44.9% | +1.8% |
| 6M | -13.6% | +95.2% | -108.8% | -19.3% |
| YTD | -16.7% | +140.6% | -157.3% | -24.2% |
| 1Y | -33.1% | +119.0% | -152.1% | -38.6% |
| 3Y | -27.1% | +100.4% | -127.4% | -33.7% |
| All | -8.2% | +328.8% | -337.1% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling