-2.7%
CPRT vs DOCS
-21.0%
+18.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | +6.0% | -0.8% | +6.8% | +6.1% |
| 30D | +20.0% | +17.4% | +2.6% | +17.9% |
| 3M | +10.1% | +57.4% | -47.2% | +4.2% |
| 6M | -4.3% | +26.5% | -30.9% | -7.8% |
| YTD | -18.4% | -26.6% | +8.2% | -17.1% |
| 1Y | -20.1% | -48.1% | +28.0% | -16.0% |
| 3Y | -30.4% | +52.6% | -83.0% | -38.9% |
| 5Y | -17.0% | -52.1% | +35.1% | -22.1% |
| All | -2.7% | -21.0% | +18.3% | -7.7% |
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