+4.8%
DASH vs CPRT
+13.1%
-8.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.0% | +3.3% | +4.1% |
| 7D | +17.2% | +12.6% | +4.5% | +6.2% |
| 30D | +3.6% | +18.0% | -14.4% | -10.2% |
| 3M | -1.9% | +11.0% | -12.8% | -12.1% |
| 6M | +15.1% | -2.0% | +17.1% | +13.8% |
| YTD | -12.3% | -16.7% | +4.4% | +0.5% |
| 1Y | -17.2% | -23.9% | +6.6% | +3.8% |
| 3Y | +114.7% | -29.0% | +143.7% | +159.2% |
| 5Y | -4.3% | -16.0% | +11.7% | -16.1% |
| All | +4.8% | +13.1% | -8.3% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling