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  • CPRT vs DRI✓SelectedUSD · DRICPRT vs DRI performance historyLatest closeAs of-1.75%09/09
Stock and ETF performance explorer

CPRT vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+412.4%
DRI return
+348.4%
Excess return
+63.9%
Maximum drawdown
-57.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.7%-1.6%-0.1%-1.2%
7D-0.4%-4.8%+4.4%+1.3%
30D+8.2%-3.9%+12.2%+9.6%
3M+2.3%+5.1%-2.8%+0.4%
6M-14.7%+5.5%-20.3%-16.7%
YTD-18.2%+16.5%-34.7%-23.0%
1Y-33.4%+2.0%-35.4%-34.6%
3Y-28.3%+54.5%-82.8%-40.3%
5Y-9.8%+66.6%-76.4%-27.7%
10Y+412.4%+353.6%+58.8%+170.9%
All+412.4%+348.4%+63.9%+170.9%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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