+20.2%
CPRT vs DOCN
+108.0%
-87.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | -0.1% |
| 7D | -0.4% | +19.1% | -19.5% | -2.2% |
| 30D | +21.2% | -21.0% | +42.2% | +23.3% |
| 3M | +8.3% | -34.7% | +43.1% | +11.7% |
| 6M | -3.4% | -45.8% | +42.4% | +0.5% |
| YTD | -18.7% | +79.4% | -98.1% | -31.0% |
| 1Y | -23.5% | +91.0% | -114.5% | -35.9% |
| 3Y | -34.2% | +237.5% | -271.6% | -53.0% |
| 5Y | -18.2% | -30.4% | +12.2% | -32.2% |
| All | +20.2% | +108.0% | -87.8% | -7.9% |
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