+10.7%
DIA vs CPRT
-23.4%
+34.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -0.9% | +6.0% | -7.0% | -1.4% |
| 30D | +0.3% | +20.0% | -19.8% | -1.0% |
| 3M | -4.5% | +10.1% | -14.6% | -5.3% |
| 6M | +3.4% | -4.3% | +7.7% | +4.1% |
| YTD | +7.8% | -18.4% | +26.2% | +10.7% |
| 1Y | +10.7% | -20.1% | +30.8% | +13.6% |
| All | +10.7% | -23.4% | +34.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling