-9.9%
CPRT vs DLR
+35.6%
-45.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +0.4% | +3.4% | -3.0% | -0.5% |
| 30D | +9.9% | -2.2% | +12.1% | +10.5% |
| 3M | +5.6% | +4.7% | +0.9% | +3.6% |
| 6M | -13.6% | +9.0% | -22.6% | -16.5% |
| YTD | -16.7% | +24.1% | -40.9% | -23.1% |
| 1Y | -33.1% | +20.9% | -54.1% | -38.0% |
| 3Y | -27.1% | +60.0% | -87.1% | -40.5% |
| 5Y | -9.9% | +35.3% | -45.2% | -20.9% |
| All | -9.9% | +35.6% | -45.5% | -20.9% |
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 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