-28.8%
CPRT vs DTE
+47.2%
-76.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +8.2% | -0.5% | +8.8% | +8.3% |
| 3M | +2.3% | -6.0% | +8.3% | +3.6% |
| 6M | -14.7% | -7.2% | -7.5% | -13.5% |
| YTD | -18.2% | +7.2% | -25.3% | -19.4% |
| 1Y | -33.4% | +4.1% | -37.4% | -34.0% |
| All | -28.8% | +47.2% | -76.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling