+361.5%
CPRT vs SCCO
+682.0%
-320.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | 0.0% |
| 7D | -0.4% | -1.9% | +1.5% | 0.0% |
| 30D | +21.2% | -17.4% | +38.6% | +25.6% |
| 3M | +8.3% | -11.7% | +20.0% | +10.1% |
| 6M | -3.4% | -12.1% | +8.7% | -2.7% |
| YTD | -18.7% | +20.9% | -39.6% | -26.0% |
| 1Y | -23.5% | +31.3% | -54.9% | -32.0% |
| 3Y | -34.2% | +170.3% | -204.5% | -54.8% |
| 5Y | -18.2% | +240.8% | -259.0% | -49.9% |
| All | +361.5% | +682.0% | -320.5% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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