+603.0%
CPRT vs JD
+52.8%
+550.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.9% |
| 7D | +6.0% | +13.4% | -7.3% | +4.1% |
| 30D | +20.0% | +7.7% | +12.3% | +18.7% |
| 3M | +10.1% | -11.3% | +21.4% | +11.9% |
| 6M | -4.3% | -5.1% | +0.8% | -3.9% |
| YTD | -18.4% | +5.0% | -23.4% | -19.4% |
| 1Y | -20.1% | -5.6% | -14.4% | -19.9% |
| 3Y | -30.4% | +17.8% | -48.2% | -35.3% |
| 5Y | -17.0% | -57.2% | +40.2% | -13.2% |
| 10Y | +403.2% | +34.8% | +368.5% | +316.7% |
| All | +603.0% | +52.8% | +550.2% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling