-9.8%
CPRT vs DLTR
+27.2%
-37.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -1.1% |
| 7D | -0.4% | -10.2% | +9.8% | +1.2% |
| 30D | +8.2% | -8.5% | +16.7% | +9.6% |
| 3M | +2.3% | +5.6% | -3.3% | +1.4% |
| 6M | -14.7% | +2.2% | -16.9% | -15.4% |
| YTD | -18.2% | -3.8% | -14.4% | -18.3% |
| 1Y | -33.4% | +22.9% | -56.3% | -36.1% |
| 3Y | -28.3% | +2.0% | -30.4% | -30.0% |
| 5Y | -9.8% | +29.8% | -39.6% | -11.6% |
| All | -9.8% | +27.2% | -37.0% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling