-27.1%
CPRT vs DOW
-35.3%
+8.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.7% |
| 30D | +9.9% | +2.0% | +8.0% | +9.7% |
| 3M | +5.6% | -12.5% | +18.2% | +7.1% |
| 6M | -13.6% | -9.2% | -4.4% | -13.7% |
| YTD | -16.7% | +30.8% | -47.5% | -21.7% |
| 1Y | -33.1% | +29.4% | -62.5% | -37.2% |
| 3Y | -27.1% | -34.6% | +7.5% | -23.1% |
| All | -27.1% | -35.3% | +8.2% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling