+161.2%
CPRT vs DOCU
+80.0%
+81.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | +2.2% | +6.9% | -4.7% | +0.9% |
| 30D | +16.6% | +19.0% | -2.4% | +12.7% |
| 3M | +9.6% | +34.3% | -24.7% | +3.3% |
| 6M | -11.1% | +48.0% | -59.1% | -18.1% |
| YTD | -13.9% | 0.0% | -13.9% | -15.1% |
| 1Y | -32.5% | -10.3% | -22.2% | -32.5% |
| 3Y | -25.0% | +32.4% | -57.4% | -33.0% |
| 5Y | -7.4% | -77.9% | +70.6% | +3.9% |
| All | +161.2% | +80.0% | +81.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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