-5.7%
CPRT vs DRI
+72.9%
-78.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +16.6% | +3.8% | +12.8% | +14.6% |
| 3M | +9.6% | +13.0% | -3.4% | +4.2% |
| 6M | -11.1% | +8.3% | -19.4% | -14.4% |
| YTD | -13.9% | +20.6% | -34.5% | -21.0% |
| 1Y | -32.5% | +6.5% | -39.0% | -35.0% |
| 3Y | -25.0% | +53.7% | -78.7% | -40.8% |
| All | -5.7% | +72.9% | -78.6% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling