+22.7%
CPRT vs DOCN
+70.4%
-47.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.9% | +15.4% | +1.1% |
| 7D | +9.9% | -29.3% | +39.2% | +13.5% |
| 30D | +21.1% | -46.0% | +67.1% | +28.1% |
| 3M | +12.3% | -43.2% | +55.5% | +17.3% |
| 6M | -2.0% | -53.7% | +51.7% | +3.3% |
| YTD | -17.0% | +46.9% | -64.0% | -28.1% |
| 1Y | -22.5% | +54.3% | -76.9% | -33.6% |
| 3Y | -29.3% | +185.5% | -214.8% | -48.8% |
| 5Y | -15.6% | -31.1% | +15.5% | -29.7% |
| All | +22.7% | +70.4% | -47.7% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling