+75.8%
CPRT vs DT
+103.5%
-27.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +2.2% | -3.3% | +5.5% | +3.2% |
| 30D | +16.6% | +2.0% | +14.6% | +15.7% |
| 3M | +9.6% | +20.0% | -10.4% | +3.3% |
| 6M | -11.1% | +39.3% | -50.4% | -20.7% |
| YTD | -13.9% | +19.8% | -33.6% | -20.0% |
| 1Y | -32.5% | +4.3% | -36.8% | -34.9% |
| 3Y | -25.0% | +7.7% | -32.7% | -29.7% |
| 5Y | -7.4% | -26.8% | +19.4% | -8.3% |
| All | +75.8% | +103.5% | -27.8% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling