+21.5%
CPRT vs DOCN
+110.0%
-88.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.6% | -10.0% | -1.4% |
| 7D | -1.4% | +3.7% | -5.1% | -2.0% |
| 30D | +21.5% | -33.7% | +55.2% | +25.9% |
| 3M | +9.4% | -27.9% | +37.3% | +11.5% |
| 6M | -3.3% | -46.4% | +43.1% | +0.8% |
| YTD | -17.8% | +81.1% | -98.9% | -30.3% |
| 1Y | -22.2% | +74.3% | -96.5% | -33.8% |
| 3Y | -34.0% | +245.8% | -279.8% | -53.0% |
| 5Y | -15.4% | -23.7% | +8.3% | -30.5% |
| All | +21.5% | +110.0% | -88.5% | -7.0% |
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