-27.1%
CPRT vs DKS
+28.7%
-55.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +9.9% | -36.6% | +46.5% | +17.1% |
| 3M | +5.6% | -37.6% | +43.3% | +13.0% |
| 6M | -13.6% | -32.1% | +18.5% | -9.4% |
| YTD | -16.7% | -32.3% | +15.6% | -12.8% |
| 1Y | -33.1% | -39.5% | +6.4% | -28.7% |
| 3Y | -27.1% | +27.7% | -54.7% | -35.3% |
| All | -27.1% | +28.7% | -55.7% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling