+125.1%
DDOG vs CPRT
-30.7%
+155.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.9% |
| 7D | -23.9% | +6.0% | -29.9% | -25.4% |
| 30D | -34.0% | +20.0% | -54.0% | -38.1% |
| 3M | -21.9% | +10.1% | -32.0% | -25.2% |
| 6M | +24.6% | -4.3% | +28.9% | +26.0% |
| YTD | +31.7% | -18.4% | +50.0% | +42.3% |
| 1Y | -6.2% | -20.1% | +13.9% | +2.3% |
| 3Y | +125.1% | -30.4% | +155.5% | +140.8% |
| All | +125.1% | -30.7% | +155.7% | +140.8% |
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