+13,900.9%
CPRT vs DRI
+8,100.2%
+5,800.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +1.6% | +3.1% | -1.5% | +0.9% |
| 30D | +18.8% | +16.2% | +2.5% | +14.5% |
| 3M | +9.4% | +8.4% | +1.0% | +7.2% |
| 6M | -4.4% | +19.0% | -23.4% | -8.5% |
| YTD | -17.1% | +28.8% | -45.9% | -22.5% |
| 1Y | -19.9% | +33.1% | -53.0% | -25.8% |
| 3Y | -30.5% | +70.8% | -101.3% | -40.1% |
| 5Y | -15.9% | +74.2% | -90.2% | -28.2% |
| 10Y | +386.7% | +345.5% | +41.2% | +215.3% |
| All | +13,900.9% | +8,100.2% | +5,800.7% | +5,638.9% |
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