+52.7%
DRAM vs CPRT
-3.0%
+55.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -3.2% |
| 7D | +7.9% | -0.4% | +8.3% | +7.6% |
| 30D | -15.4% | +21.2% | -36.6% | -3.4% |
| 3M | -25.5% | +8.3% | -33.8% | -18.5% |
| 6M | -22.3% | -3.4% | -18.9% | -16.5% |
| All | +52.7% | -3.0% | +55.7% | +62.0% |
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