+27.4%
CPRT vs DOCN
+171.0%
-143.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +16.6% | -9.6% | +26.3% | +17.5% |
| 3M | +9.6% | -37.7% | +47.3% | +14.5% |
| 6M | -11.1% | +115.2% | -126.3% | -24.1% |
| YTD | -13.9% | +133.7% | -147.6% | -28.0% |
| 1Y | -32.5% | +250.2% | -282.7% | -47.8% |
| 3Y | -25.0% | +320.3% | -345.3% | -47.1% |
| 5Y | -7.4% | +53.1% | -60.5% | -27.4% |
| All | +27.4% | +171.0% | -143.6% | -3.9% |
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 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