+376.0%
CPRT vs JD
+31.1%
+344.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +21.5% | +4.2% | +17.3% | +20.7% |
| 3M | +9.4% | -12.8% | +22.2% | +11.6% |
| 6M | -3.3% | -8.8% | +5.5% | -2.3% |
| YTD | -17.8% | +0.5% | -18.3% | -18.4% |
| 1Y | -22.2% | -8.8% | -13.4% | -21.6% |
| 3Y | -34.0% | +18.6% | -52.6% | -39.2% |
| 5Y | -15.4% | -62.2% | +46.8% | -8.4% |
| 10Y | +376.0% | +32.2% | +343.8% | +271.5% |
| All | +376.0% | +31.1% | +344.9% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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