+400.9%
CPRT vs DOC
+14.9%
+386.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +9.9% | +6.2% | +3.7% | +7.9% |
| 30D | +21.1% | +6.5% | +14.6% | +18.8% |
| 3M | +12.3% | -6.2% | +18.6% | +14.5% |
| 6M | -2.0% | +25.6% | -27.6% | -9.3% |
| YTD | -17.0% | +32.1% | -49.1% | -24.6% |
| 1Y | -22.5% | +20.3% | -42.8% | -27.6% |
| 3Y | -29.3% | +42.7% | -72.0% | -38.9% |
| 5Y | -15.6% | -22.2% | +6.6% | -11.1% |
| All | +400.9% | +14.9% | +386.0% | +363.2% |
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