+61.6%
DDOG vs CPRT
-31.2%
+92.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -10.1% | +2.2% | -12.4% | -10.4% |
| 30D | -24.8% | +16.6% | -41.4% | -26.5% |
| 3M | -12.6% | +9.6% | -22.2% | -14.0% |
| 6M | +79.9% | -11.1% | +91.1% | +79.8% |
| YTD | +56.6% | -13.9% | +70.4% | +55.6% |
| 1Y | +61.6% | -32.5% | +94.1% | +52.4% |
| All | +61.6% | -31.2% | +92.8% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling