+50.6%
DDOG vs CPRT
-9.0%
+59.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | +1.4% |
| 7D | -6.1% | +0.4% | -6.5% | -6.4% |
| 30D | -10.1% | +9.9% | -20.0% | -17.8% |
| 3M | -9.3% | +5.6% | -14.9% | -15.7% |
| 6M | +67.2% | -13.6% | +80.8% | +85.6% |
| YTD | +54.6% | -16.7% | +71.3% | +75.8% |
| 1Y | +54.1% | -33.1% | +87.2% | +114.5% |
| 3Y | +115.3% | -27.1% | +142.3% | +144.3% |
| 5Y | +50.6% | -9.9% | +60.5% | +22.9% |
| All | +50.6% | -9.0% | +59.6% | +22.9% |
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