+57.9%
DIA vs CPRT
-18.6%
+76.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +1.5% | +21.2% | -19.7% | -4.1% |
| 3M | -2.4% | +8.3% | -10.7% | -5.3% |
| 6M | +6.0% | -3.4% | +9.3% | +6.1% |
| YTD | +10.1% | -18.7% | +28.8% | +16.4% |
| 1Y | +11.8% | -23.5% | +35.3% | +20.8% |
| 3Y | +59.7% | -34.2% | +93.9% | +78.7% |
| All | +57.9% | -18.6% | +76.5% | +54.8% |
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