-18.7%
CPRT vs DTE
+46.4%
-65.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.4% | +3.4% | -3.8% | -1.3% |
| 30D | +21.2% | +8.9% | +12.3% | +18.5% |
| 3M | +8.3% | +1.1% | +7.2% | +7.9% |
| 6M | -3.4% | +0.1% | -3.5% | -3.4% |
| YTD | -18.7% | +11.1% | -29.8% | -21.2% |
| 1Y | -23.5% | +4.9% | -28.5% | -24.8% |
| 3Y | -34.2% | +58.6% | -92.7% | -43.2% |
| All | -18.7% | +46.4% | -65.1% | -27.6% |
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