+415.3%
CPRT vs JD
+18.8%
+396.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -3.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | +9.9% | -16.0% | +26.0% | +12.8% |
| 3M | +5.6% | -3.2% | +8.8% | +6.0% |
| 6M | -13.6% | +6.1% | -19.7% | -14.8% |
| YTD | -16.7% | -0.1% | -16.6% | -17.2% |
| 1Y | -33.1% | -12.7% | -20.4% | -32.3% |
| 3Y | -27.1% | -6.3% | -20.8% | -30.0% |
| 5Y | -9.9% | -61.3% | +51.5% | -3.2% |
| 10Y | +415.3% | +17.6% | +397.7% | +308.1% |
| All | +415.3% | +18.8% | +396.5% | +308.1% |
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