-17.1%
CPRT vs DRI
+74.0%
-91.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +6.0% | +2.8% | +3.2% | +4.9% |
| 30D | +20.0% | +13.3% | +6.8% | +14.1% |
| 3M | +10.1% | +8.2% | +2.0% | +6.4% |
| 6M | -4.3% | +17.5% | -21.9% | -10.6% |
| YTD | -18.4% | +26.9% | -45.3% | -26.8% |
| 1Y | -20.1% | +31.6% | -51.6% | -29.7% |
| 3Y | -30.4% | +67.0% | -97.4% | -47.6% |
| All | -17.1% | +74.0% | -91.1% | -41.9% |
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 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