+1,129.1%
DIA vs CPRT
+17,884.0%
-16,754.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +3.8% | +9.6% | -5.8% | +1.3% |
| 6M | +10.3% | -11.1% | +21.4% | +12.3% |
| YTD | +12.1% | -13.9% | +26.0% | +14.8% |
| 1Y | +18.6% | -32.5% | +51.2% | +27.8% |
| 3Y | +60.6% | -25.0% | +85.7% | +68.1% |
| 5Y | +64.4% | -7.4% | +71.8% | +63.1% |
| 10Y | +250.1% | +422.0% | -171.9% | +151.0% |
| All | +1,129.1% | +17,884.0% | -16,754.9% | +509.8% |
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 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