+412.4%
CPRT vs DRI
+348.4%
+63.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 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