+387.6%
CPRT vs DLTR
+45.9%
+341.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -8.4% | -9.4% | +1.0% | -6.8% |
| 30D | +4.6% | -7.3% | +11.9% | +5.9% |
| 3M | -1.9% | +7.6% | -9.5% | -3.3% |
| 6M | -15.3% | +1.6% | -16.9% | -16.1% |
| YTD | -21.5% | -3.5% | -17.9% | -21.7% |
| 1Y | -36.6% | +20.0% | -56.7% | -39.5% |
| 3Y | -31.2% | +2.3% | -33.5% | -34.0% |
| 5Y | -14.1% | +31.5% | -45.7% | -23.6% |
| All | +387.6% | +45.9% | +341.7% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling