+7.4%
DASH vs CPRT
-7.1%
+14.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -5.0% |
| 7D | -10.6% | +2.2% | -12.8% | -12.5% |
| 30D | +2.2% | +16.6% | -14.5% | -12.3% |
| 3M | +32.3% | +9.6% | +22.7% | +18.7% |
| 6M | +19.1% | -11.1% | +30.2% | +30.9% |
| YTD | -6.5% | -13.9% | +7.4% | +5.2% |
| 1Y | -14.9% | -32.5% | +17.6% | +22.0% |
| 3Y | +151.9% | -25.0% | +177.0% | +186.6% |
| All | +7.4% | -7.1% | +14.5% | -18.5% |
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