+152.7%
CPRT vs DOCU
+111.8%
+40.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | +12.6% | -3.7% | +16.3% | +13.4% |
| 30D | +18.0% | +15.0% | +3.0% | +14.9% |
| 3M | +11.0% | +39.9% | -29.0% | +3.9% |
| 6M | -2.0% | +66.2% | -68.2% | -11.5% |
| YTD | -16.7% | +17.7% | -34.4% | -20.4% |
| 1Y | -23.9% | +13.7% | -37.6% | -27.0% |
| 3Y | -29.0% | +95.9% | -124.9% | -41.1% |
| 5Y | -16.0% | -71.7% | +55.7% | -10.0% |
| All | +152.7% | +111.8% | +40.9% | +72.2% |
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