+386.7%
CPRT vs SAN
+267.2%
+119.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.6% | +0.1% |
| 7D | +1.6% | +8.7% | -7.1% | -0.4% |
| 30D | +18.8% | -6.5% | +25.3% | +20.5% |
| 3M | +9.4% | -14.2% | +23.6% | +13.1% |
| 6M | -4.4% | +2.7% | -7.1% | -6.0% |
| YTD | -17.1% | +8.9% | -26.0% | -20.5% |
| 1Y | -19.9% | +23.4% | -43.3% | -25.8% |
| 3Y | -30.5% | +257.9% | -288.4% | -53.3% |
| 5Y | -15.9% | +297.8% | -313.7% | -47.0% |
| 10Y | +386.7% | +259.6% | +127.1% | +205.3% |
| All | +386.7% | +267.2% | +119.4% | +205.3% |
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