+499.9%
DDOG vs CPRT
+54.8%
+445.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +8.4% |
| 7D | +7.7% | -0.4% | +8.1% | +7.8% |
| 30D | -13.6% | +8.2% | -21.9% | -19.2% |
| 3M | -0.9% | +2.3% | -3.2% | -4.8% |
| 6M | +75.2% | -14.7% | +90.0% | +92.5% |
| YTD | +65.7% | -18.2% | +83.8% | +86.5% |
| 1Y | +60.4% | -33.4% | +93.7% | +109.9% |
| 3Y | +130.7% | -28.3% | +159.0% | +172.5% |
| 5Y | +59.9% | -9.8% | +69.7% | +55.0% |
| All | +499.9% | +54.8% | +445.1% | +312.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling