+7,627.8%
CPRT vs SBAC
+2,232.4%
+5,395.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +4.0% | +3.6% | +0.3% | +3.6% |
| 30D | +18.2% | +4.9% | +13.3% | +17.6% |
| 3M | +9.2% | +6.5% | +2.7% | +8.3% |
| 6M | -4.8% | -11.1% | +6.3% | -3.7% |
| YTD | -17.5% | +0.9% | -18.4% | -18.0% |
| 1Y | -22.0% | -1.6% | -20.4% | -22.3% |
| 3Y | -33.7% | -7.0% | -26.7% | -34.0% |
| 5Y | -15.0% | -39.2% | +24.2% | -11.5% |
| 10Y | +385.2% | +111.4% | +273.8% | +345.2% |
| All | +7,627.8% | +2,232.4% | +5,395.5% | +4,999.0% |
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