+62.5%
DRAM vs CPRT
-0.6%
+63.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.0% | -10.3% | -1.9% |
| 7D | -16.6% | +12.6% | -29.3% | -9.2% |
| 30D | -26.9% | +18.0% | -44.8% | -17.6% |
| 3M | -17.8% | +11.0% | -28.8% | -8.4% |
| 6M | +6.2% | -2.0% | +8.2% | +14.8% |
| All | +62.5% | -0.6% | +63.1% | +75.4% |
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