+22,034.1%
CPRT vs SAN
+1,954.0%
+20,080.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.2% | +1.8% | +0.4% | +1.8% |
| 30D | +16.6% | +2.0% | +14.7% | +16.0% |
| 3M | +9.6% | +19.7% | -10.1% | +4.5% |
| 6M | -11.1% | +30.6% | -41.8% | -17.4% |
| YTD | -13.9% | +28.8% | -42.7% | -20.1% |
| 1Y | -32.5% | +57.8% | -90.3% | -40.6% |
| 3Y | -25.0% | +338.1% | -363.2% | -49.7% |
| 5Y | -7.4% | +384.2% | -391.6% | -40.7% |
| 10Y | +422.0% | +353.1% | +68.8% | +220.1% |
| All | +22,034.1% | +1,954.0% | +20,080.2% | +8,693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling