-33.4%
CPRT vs DOW
-24.2%
-9.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +1.6% | -9.4% | +11.0% | +2.7% |
| 30D | +18.8% | +8.9% | +9.8% | +17.6% |
| 3M | +9.4% | +6.7% | +2.7% | +8.5% |
| 6M | -4.4% | -14.2% | +9.8% | -3.2% |
| YTD | -17.1% | +36.9% | -54.0% | -22.2% |
| 1Y | -19.9% | +45.8% | -65.6% | -25.6% |
| All | -33.4% | -24.2% | -9.2% | -32.8% |
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