+21,312.1%
CPRT vs DOC
+990.3%
+20,321.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +4.2% |
| 7D | +12.6% | +8.7% | +3.9% | +10.3% |
| 30D | +18.0% | +7.6% | +10.3% | +15.8% |
| 3M | +11.0% | -5.3% | +16.2% | +12.4% |
| 6M | -2.0% | +27.6% | -29.6% | -8.4% |
| YTD | -16.7% | +32.4% | -49.1% | -23.0% |
| 1Y | -23.9% | +22.9% | -46.7% | -28.3% |
| 3Y | -29.0% | +43.1% | -72.1% | -36.6% |
| 5Y | -16.0% | -21.4% | +5.4% | -13.3% |
| 10Y | +413.8% | +16.8% | +397.0% | +364.0% |
| All | +21,312.1% | +990.3% | +20,321.8% | +10,560.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling