-3.1%
CPRT vs DOCS
-19.0%
+15.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -0.4% | +2.6% | -2.9% | -0.7% |
| 30D | +21.2% | +11.4% | +9.7% | +19.7% |
| 3M | +8.3% | +25.4% | -17.1% | +5.5% |
| 6M | -3.4% | +42.5% | -45.9% | -8.0% |
| YTD | -18.7% | -24.7% | +6.0% | -17.7% |
| 1Y | -23.5% | -32.9% | +9.4% | -21.7% |
| 3Y | -34.2% | +39.6% | -73.8% | -41.3% |
| 5Y | -18.2% | -54.6% | +36.4% | -23.4% |
| All | -3.1% | -19.0% | +15.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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