-15.9%
CPRT vs DLR
+36.4%
-52.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.7% |
| 7D | +1.6% | +2.4% | -0.7% | +1.0% |
| 30D | +18.8% | +0.7% | +18.0% | +18.3% |
| 3M | +9.4% | -6.4% | +15.8% | +10.9% |
| 6M | -4.4% | -6.5% | +2.1% | -3.5% |
| YTD | -17.1% | +18.8% | -35.9% | -22.8% |
| 1Y | -19.9% | +9.0% | -28.9% | -23.4% |
| 3Y | -30.5% | +54.5% | -85.0% | -43.0% |
| 5Y | -15.9% | +35.8% | -51.8% | -26.4% |
| All | -15.9% | +36.4% | -52.3% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling