-9.9%
CPRT vs DT
-28.6%
+18.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.4% |
| 7D | +0.4% | -4.9% | +5.3% | +1.8% |
| 30D | +9.9% | +2.7% | +7.2% | +8.9% |
| 3M | +5.6% | +20.0% | -14.3% | -0.5% |
| 6M | -13.6% | +28.0% | -41.6% | -21.1% |
| YTD | -16.7% | +16.0% | -32.8% | -22.0% |
| 1Y | -33.1% | +0.7% | -33.8% | -34.7% |
| 3Y | -27.1% | +6.2% | -33.2% | -31.5% |
| 5Y | -9.9% | -28.1% | +18.3% | -13.9% |
| All | -9.9% | -28.6% | +18.8% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling