-33.4%
CPRT vs DOW
+29.4%
-62.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -0.4% | -6.0% | +5.6% | -0.3% |
| 30D | +8.2% | -2.7% | +11.0% | +8.3% |
| 3M | +2.3% | -10.5% | +12.8% | +2.5% |
| 6M | -14.7% | -12.4% | -2.3% | -15.2% |
| YTD | -18.2% | +30.0% | -48.2% | -21.2% |
| 1Y | -33.4% | +27.8% | -61.2% | -35.4% |
| All | -33.4% | +29.4% | -62.7% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling