-33.1%
CPRT vs SBAC
-0.2%
-33.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +9.9% | +3.2% | +6.7% | +9.5% |
| 3M | +5.6% | -5.1% | +10.7% | +6.0% |
| 6M | -13.6% | -2.1% | -11.5% | -14.0% |
| YTD | -16.7% | -0.5% | -16.2% | -17.6% |
| 1Y | -33.1% | +1.1% | -34.3% | -34.4% |
| All | -33.1% | -0.2% | -33.0% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling