-24.4%
CPRT vs DLR
+59.3%
-83.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | +16.6% | -3.4% | +20.0% | +17.4% |
| 3M | +9.6% | +0.5% | +9.1% | +9.1% |
| 6M | -11.1% | +4.6% | -15.7% | -12.5% |
| YTD | -13.9% | +23.4% | -37.3% | -18.8% |
| 1Y | -32.5% | +19.0% | -51.5% | -36.1% |
| All | -24.4% | +59.3% | -83.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling