-5.7%
CPRT vs SAN
+381.6%
-387.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.2% | +1.8% | +0.4% | +1.9% |
| 30D | +16.6% | +2.0% | +14.7% | +16.1% |
| 3M | +9.6% | +19.7% | -10.1% | +5.2% |
| 6M | -11.1% | +30.6% | -41.8% | -16.7% |
| YTD | -13.9% | +28.8% | -42.7% | -19.4% |
| 1Y | -32.5% | +57.8% | -90.3% | -40.1% |
| 3Y | -25.0% | +338.1% | -363.2% | -50.5% |
| All | -5.7% | +381.6% | -387.3% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling