+392.8%
CPRT vs DXCM
+410.2%
-17.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.3% | -0.6% |
| 7D | +6.0% | -3.5% | +9.5% | +6.7% |
| 30D | +20.0% | -5.8% | +25.8% | +21.2% |
| 3M | +10.1% | -4.3% | +14.5% | +10.9% |
| 6M | -4.3% | +31.6% | -35.9% | -9.2% |
| YTD | -18.4% | +19.6% | -38.0% | -21.5% |
| 1Y | -20.1% | +36.9% | -57.0% | -25.0% |
| 3Y | -30.4% | -16.3% | -14.1% | -32.7% |
| 5Y | -17.0% | -50.0% | +33.0% | -14.8% |
| All | +392.8% | +410.2% | -17.4% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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