-18.7%
CPRT vs DLTR
+12.1%
-30.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.2% |
| 7D | -0.4% | +5.3% | -5.7% | -1.2% |
| 30D | +21.2% | +13.4% | +7.8% | +18.7% |
| 3M | +8.3% | +6.6% | +1.7% | +7.0% |
| 6M | -3.4% | +59.1% | -62.4% | -10.3% |
| YTD | -18.7% | +12.3% | -30.9% | -20.9% |
| 1Y | -23.5% | +33.9% | -57.4% | -27.7% |
| 3Y | -34.2% | +23.0% | -57.2% | -37.7% |
| All | -18.7% | +12.1% | -30.8% | -23.1% |
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