-22.2%
CPRT vs DRI
+36.0%
-58.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.0% |
| 3M | +9.4% | +5.4% | +4.0% | +7.4% |
| 6M | -3.3% | +18.8% | -22.1% | -7.0% |
| YTD | -17.8% | +28.4% | -46.2% | -21.0% |
| 1Y | -22.2% | +37.7% | -59.8% | -25.4% |
| All | -22.2% | +36.0% | -58.2% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling