-9.5%
DASH vs CPRT
+10.3%
-19.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -4.5% | -0.4% | -4.2% | -4.2% |
| 30D | -6.8% | +21.2% | -28.0% | -20.8% |
| 3M | -20.7% | +8.3% | -29.0% | -27.4% |
| 6M | +15.1% | -3.4% | +18.4% | +15.0% |
| YTD | -24.3% | -18.7% | -5.6% | -11.4% |
| 1Y | -12.1% | -23.5% | +11.4% | +8.7% |
| 3Y | +91.1% | -34.2% | +125.2% | +150.9% |
| 5Y | -30.3% | -18.2% | -12.1% | -37.5% |
| All | -9.5% | +10.3% | -19.8% | -36.0% |
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