+22.0%
CPRT vs DOCN
+91.6%
-69.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.6% |
| 7D | +4.0% | -12.1% | +16.1% | +5.1% |
| 30D | +18.2% | -41.0% | +59.2% | +24.0% |
| 3M | +9.2% | -38.7% | +47.9% | +13.2% |
| 6M | -4.8% | -51.5% | +46.7% | +0.3% |
| YTD | -17.5% | +65.3% | -82.8% | -29.4% |
| 1Y | -22.0% | +53.9% | -75.9% | -32.6% |
| 3Y | -33.7% | +215.6% | -249.3% | -52.4% |
| 5Y | -15.0% | -26.2% | +11.2% | -29.8% |
| All | +22.0% | +91.6% | -69.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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