-5.2%
DASH vs CPRT
+10.8%
-16.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.2% |
| 7D | +0.4% | +6.0% | -5.7% | -4.3% |
| 30D | -6.0% | +20.0% | -26.1% | -19.6% |
| 3M | -15.8% | +10.1% | -25.9% | -24.1% |
| 6M | +7.0% | -4.3% | +11.3% | +8.0% |
| YTD | -20.7% | -18.4% | -2.3% | -7.4% |
| 1Y | -8.5% | -20.1% | +11.5% | +8.4% |
| 3Y | +101.8% | -30.4% | +132.2% | +147.8% |
| 5Y | -9.6% | -17.0% | +7.4% | -19.8% |
| All | -5.2% | +10.8% | -16.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling