+374.9%
CPRT vs DTE
+137.8%
+237.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | -11.2% | -2.6% | -8.6% | -10.2% |
| 30D | +3.3% | -4.4% | +7.7% | +5.2% |
| 3M | -3.6% | -8.3% | +4.8% | -0.2% |
| 6M | -15.8% | -8.1% | -7.7% | -13.1% |
| YTD | -23.5% | +4.4% | -27.9% | -25.3% |
| 1Y | -38.8% | +0.2% | -38.9% | -39.2% |
| 3Y | -33.4% | +42.6% | -76.1% | -44.2% |
| 5Y | -16.4% | +31.5% | -47.8% | -28.2% |
| All | +374.9% | +137.8% | +237.1% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling