+23.2%
CPRT vs DOCN
+102.5%
-79.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.2% | +12.2% | +5.7% |
| 7D | +12.6% | -20.0% | +32.7% | +15.0% |
| 30D | +18.0% | -38.8% | +56.7% | +23.4% |
| 3M | +11.0% | -34.8% | +45.8% | +14.5% |
| 6M | -2.0% | -22.8% | +20.8% | -3.8% |
| YTD | -16.7% | +74.6% | -91.3% | -28.9% |
| 1Y | -23.9% | +116.4% | -140.3% | -37.7% |
| 3Y | -29.0% | +239.3% | -268.3% | -49.4% |
| 5Y | -16.0% | -20.2% | +4.2% | -31.0% |
| All | +23.2% | +102.5% | -79.2% | -5.2% |
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