-33.4%
CPRT vs DT
+1.4%
-34.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -1.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +8.2% | +0.1% | +8.2% | +8.2% |
| 3M | +2.3% | +24.1% | -21.8% | -0.8% |
| 6M | -14.7% | +30.1% | -44.9% | -18.1% |
| YTD | -18.2% | +16.8% | -34.9% | -20.7% |
| 1Y | -33.4% | -0.1% | -33.3% | -34.2% |
| All | -33.4% | +1.4% | -34.8% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling