+412.4%
CPRT vs SBAC
+78.4%
+334.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +8.2% | +3.9% | +4.4% | +6.9% |
| 3M | +2.3% | -8.2% | +10.5% | +4.9% |
| 6M | -14.7% | -2.8% | -12.0% | -15.0% |
| YTD | -18.2% | -1.5% | -16.6% | -19.1% |
| 1Y | -33.4% | 0.0% | -33.4% | -34.6% |
| 3Y | -28.3% | -8.4% | -19.9% | -29.7% |
| 5Y | -9.8% | -43.5% | +33.7% | +5.8% |
| 10Y | +412.4% | +86.9% | +325.5% | +332.6% |
| All | +412.4% | +78.4% | +334.0% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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