-23.5%
CPRT vs SAN
+12.6%
-36.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.4% | +4.0% | -4.4% | -0.4% |
| 30D | +21.2% | -7.8% | +29.0% | +20.5% |
| 3M | +8.3% | -16.4% | +24.7% | +7.6% |
| 6M | -3.4% | +3.5% | -6.9% | -4.4% |
| YTD | -18.7% | +6.7% | -25.4% | -19.9% |
| 1Y | -23.5% | +14.5% | -38.0% | -25.3% |
| All | -23.5% | +12.6% | -36.2% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling