+246.2%
DIA vs CPRT
+411.2%
-165.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -2.1% | +9.9% | -12.0% | -5.8% |
| 3M | +4.2% | +5.6% | -1.5% | +1.0% |
| 6M | +11.9% | -13.6% | +25.5% | +17.1% |
| YTD | +10.8% | -16.7% | +27.6% | +17.2% |
| 1Y | +17.5% | -33.1% | +50.6% | +35.3% |
| 3Y | +59.9% | -27.1% | +87.0% | +74.1% |
| 5Y | +64.1% | -9.9% | +74.0% | +59.2% |
| 10Y | +246.2% | +415.3% | -169.1% | +83.1% |
| All | +246.2% | +411.2% | -165.0% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling