-17.1%
CPRT vs DOCS
-51.8%
+34.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | +20.0% | +17.4% | +2.6% | +17.5% |
| 3M | +10.1% | +57.4% | -47.2% | +3.2% |
| 6M | -4.3% | +26.5% | -30.9% | -8.4% |
| YTD | -18.4% | -26.6% | +8.2% | -16.8% |
| 1Y | -20.1% | -48.1% | +28.0% | -15.1% |
| 3Y | -30.4% | +52.6% | -83.0% | -41.6% |
| All | -17.1% | -51.8% | +34.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling