+76.7%
DDOG vs CPRT
-34.3%
+111.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +2.9% | -0.4% | +3.2% | +2.9% |
| 30D | -31.6% | +21.2% | -52.8% | -35.7% |
| 3M | -27.0% | +8.3% | -35.3% | -29.4% |
| 6M | -10.3% | -3.4% | -6.9% | -9.8% |
| YTD | +35.4% | -18.7% | +54.1% | +45.8% |
| 1Y | -1.0% | -23.5% | +22.5% | +9.3% |
| 3Y | +76.7% | -34.2% | +110.8% | +103.4% |
| All | +76.7% | -34.3% | +111.0% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling