-6.4%
DDOG vs CPRT
-17.4%
+11.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.7% |
| 7D | -23.9% | +6.0% | -29.9% | -28.2% |
| 30D | -34.0% | +20.0% | -54.0% | -44.1% |
| 3M | -21.9% | +10.1% | -32.0% | -30.8% |
| 6M | +24.6% | -4.3% | +28.9% | +22.4% |
| YTD | +31.7% | -18.4% | +50.0% | +48.5% |
| 1Y | -6.2% | -20.1% | +13.9% | +7.7% |
| 3Y | +125.1% | -30.4% | +155.5% | +160.6% |
| All | -6.4% | -17.4% | +11.0% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling