+363.9%
CPRT vs DLR
+193.8%
+170.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -1.5% | +5.0% | -6.5% | -2.9% |
| 30D | +21.4% | +3.0% | +18.4% | +20.0% |
| 3M | +10.4% | -6.3% | +16.6% | +12.0% |
| 6M | -4.3% | -4.8% | +0.5% | -3.9% |
| YTD | -18.3% | +21.0% | -39.3% | -24.5% |
| 1Y | -22.5% | +15.1% | -37.6% | -27.4% |
| 3Y | -34.3% | +56.0% | -90.3% | -46.0% |
| 5Y | -17.8% | +39.1% | -56.9% | -30.7% |
| All | +363.9% | +193.8% | +170.2% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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