+392.8%
CPRT vs DOC
+15.7%
+377.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +6.0% | +6.5% | -0.4% | +4.0% |
| 30D | +20.0% | +9.2% | +10.9% | +16.9% |
| 3M | +10.1% | -2.5% | +12.6% | +10.9% |
| 6M | -4.3% | +7.1% | -11.4% | -6.5% |
| YTD | -18.4% | +33.0% | -51.4% | -26.0% |
| 1Y | -20.1% | +23.3% | -43.4% | -25.9% |
| 3Y | -30.4% | +44.9% | -75.3% | -40.1% |
| 5Y | -17.0% | -21.6% | +4.6% | -12.7% |
| All | +392.8% | +15.7% | +377.1% | +354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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