-30.4%
CPRT vs JD
+16.8%
-47.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.7% |
| 7D | +6.0% | +13.4% | -7.3% | +5.3% |
| 30D | +20.0% | +7.7% | +12.3% | +19.5% |
| 3M | +10.1% | -11.3% | +21.4% | +10.6% |
| 6M | -4.3% | -5.1% | +0.8% | -4.3% |
| YTD | -18.4% | +5.0% | -23.4% | -18.8% |
| 1Y | -20.1% | -5.6% | -14.4% | -20.1% |
| 3Y | -30.4% | +17.8% | -48.2% | -31.2% |
| All | -30.4% | +16.8% | -47.2% | -31.2% |
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 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