-17.2%
CPRT vs DT
-43.4%
+26.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +6.0% | -24.7% | +30.7% | +13.8% |
| 30D | +20.0% | -27.4% | +47.4% | +29.7% |
| 3M | +10.1% | -11.1% | +21.2% | +12.1% |
| 6M | -4.3% | +13.7% | -18.0% | -10.4% |
| YTD | -18.4% | +0.2% | -18.6% | -21.3% |
| 1Y | -20.1% | -5.7% | -14.4% | -21.5% |
| 3Y | -30.4% | -8.1% | -22.3% | -32.7% |
| All | -17.2% | -43.4% | +26.2% | -12.7% |
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