-15.6%
CPRT vs DOCS
-54.0%
+38.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.1% |
| 7D | +9.9% | -1.3% | +11.3% | +10.1% |
| 30D | +21.1% | +19.4% | +1.7% | +18.3% |
| 3M | +12.3% | +53.4% | -41.0% | +5.6% |
| 6M | -2.0% | +28.8% | -30.8% | -6.4% |
| YTD | -17.0% | -25.1% | +8.0% | -15.6% |
| 1Y | -22.5% | -48.1% | +25.6% | -17.6% |
| 3Y | -29.3% | +51.4% | -80.7% | -40.5% |
| 5Y | -15.6% | -51.1% | +35.5% | -20.5% |
| All | -15.6% | -54.0% | +38.4% | -20.5% |
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