-6.8%
DDOG vs CPRT
-22.3%
+15.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.3% |
| 7D | -2.3% | -1.4% | -0.9% | -2.3% |
| 30D | -35.8% | +21.5% | -57.3% | -37.3% |
| 3M | -25.3% | +9.4% | -34.7% | -25.9% |
| 6M | -8.9% | -3.3% | -5.6% | -5.6% |
| YTD | +35.6% | -17.8% | +53.4% | +47.6% |
| 1Y | -6.8% | -22.2% | +15.4% | +0.5% |
| All | -6.8% | -22.3% | +15.5% | +0.5% |
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 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