-17.1%
CPRT vs JD
-58.0%
+40.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.8% |
| 7D | +6.0% | +13.4% | -7.3% | +4.6% |
| 30D | +20.0% | +7.7% | +12.3% | +19.1% |
| 3M | +10.1% | -11.3% | +21.4% | +11.4% |
| 6M | -4.3% | -5.1% | +0.8% | -4.0% |
| YTD | -18.4% | +5.0% | -23.4% | -19.2% |
| 1Y | -20.1% | -5.6% | -14.4% | -20.0% |
| 3Y | -30.4% | +17.8% | -48.2% | -34.4% |
| All | -17.1% | -58.0% | +40.9% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling