+376.0%
CPRT vs DRI
+339.9%
+36.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +21.5% | +14.7% | +6.8% | +15.9% |
| 3M | +9.4% | +5.4% | +4.0% | +7.3% |
| 6M | -3.3% | +18.8% | -22.1% | -9.1% |
| YTD | -17.8% | +28.4% | -46.2% | -25.2% |
| 1Y | -22.2% | +37.7% | -59.8% | -31.0% |
| 3Y | -34.0% | +68.0% | -101.9% | -46.5% |
| 5Y | -15.4% | +78.8% | -94.2% | -33.7% |
| 10Y | +376.0% | +334.2% | +41.8% | +171.2% |
| All | +376.0% | +339.9% | +36.1% | +171.2% |
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