-22.2%
CPRT vs JD
-9.4%
-12.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +21.5% | +4.2% | +17.3% | +20.9% |
| 3M | +9.4% | -12.8% | +22.2% | +9.2% |
| 6M | -3.3% | -8.8% | +5.5% | -3.7% |
| YTD | -17.8% | +0.5% | -18.3% | -18.0% |
| 1Y | -22.2% | -8.8% | -13.4% | -22.2% |
| All | -22.2% | -9.4% | -12.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling