+641.9%
CPRT vs JD
+48.3%
+593.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | +16.6% | -13.2% | +29.8% | +18.9% |
| 3M | +9.6% | -3.2% | +12.8% | +9.9% |
| 6M | -11.1% | +15.2% | -26.3% | -13.4% |
| YTD | -13.9% | +2.0% | -15.8% | -14.6% |
| 1Y | -32.5% | -5.4% | -27.1% | -32.6% |
| 3Y | -25.0% | -9.1% | -15.9% | -27.3% |
| 5Y | -7.4% | -59.6% | +52.2% | -2.5% |
| 10Y | +422.0% | +26.2% | +395.7% | +335.4% |
| All | +641.9% | +48.3% | +593.6% | +513.0% |
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