+385.2%
CPRT vs JD
+26.7%
+358.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +4.0% | +5.2% | -1.2% | +3.2% |
| 30D | +18.2% | +4.5% | +13.7% | +17.4% |
| 3M | +9.2% | -15.4% | +24.6% | +11.9% |
| 6M | -4.8% | -6.0% | +1.2% | -4.3% |
| YTD | -17.5% | +2.2% | -19.7% | -18.3% |
| 1Y | -22.0% | -6.7% | -15.3% | -21.7% |
| 3Y | -33.7% | +20.5% | -54.2% | -39.1% |
| 5Y | -15.0% | -58.4% | +43.5% | -9.8% |
| 10Y | +385.2% | +32.5% | +352.7% | +279.8% |
| All | +385.2% | +26.7% | +358.5% | +279.8% |
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