+153.0%
DASH vs CPRT
-25.5%
+178.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -10.6% | +2.2% | -12.8% | -11.7% |
| 30D | +2.2% | +16.6% | -14.5% | -6.6% |
| 3M | +32.3% | +9.6% | +22.7% | +24.5% |
| 6M | +19.1% | -11.1% | +30.2% | +26.8% |
| YTD | -6.5% | -13.9% | +7.4% | +1.1% |
| 1Y | -14.9% | -32.5% | +17.6% | +5.5% |
| All | +153.0% | -25.5% | +178.6% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling