+412.4%
CPRT vs DLR
+168.0%
+244.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.4% | +2.9% | -3.3% | -1.3% |
| 30D | +8.2% | -1.2% | +9.4% | +8.6% |
| 3M | +2.3% | +2.9% | -0.6% | +0.7% |
| 6M | -14.7% | +6.7% | -21.4% | -17.2% |
| YTD | -18.2% | +23.9% | -42.1% | -24.6% |
| 1Y | -33.4% | +18.6% | -52.0% | -38.0% |
| 3Y | -28.3% | +59.7% | -88.0% | -41.1% |
| 5Y | -9.8% | +42.1% | -51.9% | -24.1% |
| 10Y | +412.4% | +176.7% | +235.7% | +270.7% |
| All | +412.4% | +168.0% | +244.4% | +270.7% |
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