+2,803.8%
CPRT vs DLR
+3,595.7%
-791.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | +16.6% | -3.4% | +20.0% | +17.6% |
| 3M | +9.6% | +0.5% | +9.1% | +8.9% |
| 6M | -11.1% | +4.6% | -15.7% | -12.7% |
| YTD | -13.9% | +23.4% | -37.3% | -19.3% |
| 1Y | -32.5% | +19.0% | -51.5% | -36.4% |
| 3Y | -25.0% | +56.5% | -81.6% | -35.3% |
| 5Y | -7.4% | +33.3% | -40.7% | -17.8% |
| 10Y | +422.0% | +165.1% | +256.8% | +282.2% |
| All | +2,803.8% | +3,595.7% | -791.9% | +750.8% |
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