+387.6%
CPRT vs DKS
+199.2%
+188.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -8.4% | -4.7% | -3.7% | -7.4% |
| 30D | +4.6% | -35.1% | +39.7% | +13.2% |
| 3M | -1.9% | -37.7% | +35.8% | +7.1% |
| 6M | -15.3% | -30.7% | +15.4% | -10.2% |
| YTD | -21.5% | -31.9% | +10.5% | -16.6% |
| 1Y | -36.6% | -40.0% | +3.4% | -31.0% |
| 3Y | -31.2% | +28.4% | -59.6% | -39.6% |
| 5Y | -14.1% | +12.4% | -26.6% | -25.9% |
| All | +387.6% | +199.2% | +188.4% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling