+7,967.6%
CPRT vs SBAC
+2,208.1%
+5,759.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +16.6% | +6.9% | +9.7% | +15.7% |
| 3M | +9.6% | -8.2% | +17.8% | +10.6% |
| 6M | -11.1% | -1.6% | -9.5% | -11.3% |
| YTD | -13.9% | -0.1% | -13.8% | -14.3% |
| 1Y | -32.5% | -0.5% | -32.1% | -32.8% |
| 3Y | -25.0% | -9.1% | -16.0% | -25.1% |
| 5Y | -7.4% | -43.8% | +36.4% | -2.7% |
| 10Y | +422.0% | +80.5% | +341.5% | +386.4% |
| All | +7,967.6% | +2,208.1% | +5,759.5% | +5,234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling