-22.0%
CPRT vs DT
-8.6%
-13.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.0% | -7.5% | +11.5% | +4.6% |
| 30D | +18.2% | -31.5% | +49.7% | +21.6% |
| 3M | +9.2% | -14.0% | +23.2% | +9.4% |
| 6M | -4.8% | +6.9% | -11.7% | -7.3% |
| YTD | -17.5% | +0.3% | -17.8% | -20.7% |
| 1Y | -22.0% | -6.9% | -15.1% | -25.1% |
| All | -22.0% | -8.6% | -13.4% | -25.1% |
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 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