-30.4%
CPRT vs SAN
+235.5%
-265.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +6.0% | +4.9% | +1.1% | +5.6% |
| 30D | +20.0% | -13.0% | +33.0% | +21.2% |
| 3M | +10.1% | -18.9% | +29.0% | +11.8% |
| 6M | -4.3% | -4.1% | -0.2% | -4.6% |
| YTD | -18.4% | +2.6% | -21.0% | -19.7% |
| 1Y | -20.1% | +16.9% | -37.0% | -22.8% |
| 3Y | -30.4% | +239.1% | -269.5% | -43.0% |
| All | -30.4% | +235.5% | -265.9% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling