+2,681.5%
CPRT vs DLR
+3,472.7%
-791.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.0% | +0.3% | +3.6% | +3.9% |
| 30D | +18.2% | +1.2% | +17.0% | +17.6% |
| 3M | +9.2% | -4.8% | +14.0% | +10.0% |
| 6M | -4.8% | -6.1% | +1.3% | -4.2% |
| YTD | -17.5% | +19.3% | -36.8% | -22.3% |
| 1Y | -22.0% | +10.0% | -32.0% | -25.1% |
| 3Y | -33.7% | +53.8% | -87.5% | -42.7% |
| 5Y | -15.0% | +39.1% | -54.1% | -25.6% |
| 10Y | +385.2% | +188.1% | +197.0% | +247.7% |
| All | +2,681.5% | +3,472.7% | -791.2% | +718.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling