+412.4%
CPRT vs SAN
+329.5%
+82.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +8.2% | -0.1% | +8.3% | +8.2% |
| 3M | +2.3% | +19.6% | -17.3% | -2.6% |
| 6M | -14.7% | +32.7% | -47.4% | -21.4% |
| YTD | -18.2% | +26.7% | -44.9% | -24.1% |
| 1Y | -33.4% | +51.6% | -85.0% | -41.3% |
| 3Y | -28.3% | +348.7% | -377.1% | -54.5% |
| 5Y | -9.8% | +378.7% | -388.6% | -45.6% |
| 10Y | +412.4% | +336.9% | +75.4% | +199.0% |
| All | +412.4% | +329.5% | +82.8% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling