-9.4%
DASH vs CPRT
-17.2%
+7.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.0% |
| 7D | +0.5% | +9.9% | -9.4% | -7.3% |
| 30D | -7.1% | +21.1% | -28.2% | -21.5% |
| 3M | -13.2% | +12.3% | -25.5% | -23.5% |
| 6M | +8.3% | -2.0% | +10.3% | +7.1% |
| YTD | -20.6% | -17.0% | -3.5% | -7.9% |
| 1Y | -24.4% | -22.5% | -1.9% | -5.6% |
| 3Y | +94.5% | -29.3% | +123.8% | +132.4% |
| 5Y | -9.4% | -15.6% | +6.2% | -27.1% |
| All | -9.4% | -17.2% | +7.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling