+65.9%
CPRT vs DT
+75.7%
-9.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.4% | +3.1% | -3.5% | -1.2% |
| 30D | +21.2% | -29.5% | +50.7% | +32.4% |
| 3M | +8.3% | -11.7% | +20.0% | +10.7% |
| 6M | -3.4% | +29.0% | -32.4% | -12.2% |
| YTD | -18.7% | +3.4% | -22.1% | -22.1% |
| 1Y | -23.5% | -4.2% | -19.3% | -25.2% |
| 3Y | -34.2% | -12.8% | -21.3% | -35.1% |
| 5Y | -18.2% | -39.6% | +21.4% | -15.3% |
| All | +65.9% | +75.7% | -9.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling