+116.4%
CPRT vs DOW
-5.2%
+121.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -1.5% | +3.7% | -5.1% | -2.4% |
| 30D | +21.4% | +16.3% | +5.1% | +16.5% |
| 3M | +10.4% | +9.7% | +0.7% | +7.5% |
| 6M | -4.3% | -14.1% | +9.8% | -1.1% |
| YTD | -18.3% | +46.6% | -64.9% | -28.8% |
| 1Y | -22.5% | +56.8% | -79.3% | -34.1% |
| 3Y | -34.3% | -20.4% | -14.0% | -33.2% |
| 5Y | -17.8% | -27.4% | +9.7% | -14.7% |
| All | +116.4% | -5.2% | +121.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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