+57.3%
DRAM vs CPRT
-2.5%
+59.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -3.0% |
| 7D | +18.0% | -1.5% | +19.4% | +16.8% |
| 30D | -17.4% | +21.4% | -38.7% | -5.5% |
| 3M | -20.3% | +10.4% | -30.7% | -11.2% |
| 6M | -14.9% | -4.3% | -10.6% | -9.9% |
| All | +57.3% | -2.5% | +59.7% | +67.5% |
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