+14,448.8%
CPRT vs DRI
+7,577.6%
+6,871.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +16.6% | +3.8% | +12.8% | +15.4% |
| 3M | +9.6% | +13.0% | -3.4% | +6.2% |
| 6M | -11.1% | +8.3% | -19.4% | -13.1% |
| YTD | -13.9% | +20.6% | -34.5% | -18.2% |
| 1Y | -32.5% | +6.5% | -39.0% | -34.1% |
| 3Y | -25.0% | +53.7% | -78.7% | -33.8% |
| 5Y | -7.4% | +72.7% | -80.1% | -20.8% |
| 10Y | +422.0% | +363.2% | +58.8% | +236.4% |
| All | +14,448.8% | +7,577.6% | +6,871.2% | +5,958.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling