-14.1%
CPRT vs DTE
+31.2%
-45.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -8.4% | -2.0% | -6.4% | -7.9% |
| 30D | +4.6% | -2.4% | +7.0% | +5.3% |
| 3M | -1.9% | -7.3% | +5.4% | +0.1% |
| 6M | -15.3% | -7.6% | -7.7% | -13.6% |
| YTD | -21.5% | +5.8% | -27.3% | -22.9% |
| 1Y | -36.6% | +2.3% | -39.0% | -37.3% |
| 3Y | -31.2% | +45.0% | -76.2% | -39.3% |
| 5Y | -14.1% | +33.2% | -47.3% | -20.7% |
| All | -14.1% | +31.2% | -45.3% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling