+21,298.9%
CPRT vs DTE
+2,435.0%
+18,863.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | +9.9% | -1.9% | +11.8% | +10.6% |
| 3M | +5.6% | -3.3% | +9.0% | +6.8% |
| 6M | -13.6% | -7.1% | -6.5% | -11.7% |
| YTD | -16.7% | +8.1% | -24.8% | -19.2% |
| 1Y | -33.1% | +5.3% | -38.4% | -34.6% |
| 3Y | -27.1% | +48.2% | -75.2% | -37.1% |
| 5Y | -9.9% | +33.2% | -43.1% | -20.1% |
| 10Y | +415.3% | +137.5% | +277.8% | +270.3% |
| All | +21,298.9% | +2,435.0% | +18,863.9% | +9,077.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling