+467.1%
DDOG vs CPRT
+63.0%
+404.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -10.1% | +2.2% | -12.4% | -11.5% |
| 30D | -24.8% | +16.6% | -41.4% | -33.3% |
| 3M | -12.6% | +9.6% | -22.2% | -20.0% |
| 6M | +79.9% | -11.1% | +91.1% | +92.2% |
| YTD | +56.6% | -13.9% | +70.4% | +70.2% |
| 1Y | +61.6% | -32.5% | +94.1% | +110.3% |
| 3Y | +117.9% | -25.0% | +142.9% | +149.9% |
| 5Y | +54.2% | -7.4% | +61.6% | +46.3% |
| All | +467.1% | +63.0% | +404.1% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling