+62.2%
DIA vs CPRT
-25.6%
+87.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -1.5% | +16.6% | -18.2% | -5.0% |
| 3M | +3.8% | +9.6% | -5.8% | +1.3% |
| 6M | +10.3% | -11.1% | +21.4% | +13.8% |
| YTD | +12.1% | -13.9% | +26.0% | +16.4% |
| 1Y | +18.6% | -32.5% | +51.2% | +32.7% |
| All | +62.2% | -25.6% | +87.8% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling