-25.4%
CPRT vs JD
-8.1%
-17.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.3% |
| 30D | +16.6% | -13.2% | +29.8% | +17.4% |
| 3M | +9.6% | -3.2% | +12.8% | +9.7% |
| 6M | -11.1% | +15.2% | -26.3% | -12.0% |
| YTD | -13.9% | +2.0% | -15.8% | -14.2% |
| 1Y | -32.5% | -5.4% | -27.1% | -32.6% |
| All | -25.4% | -8.1% | -17.3% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling