+387.6%
CPRT vs SCCO
+1,108.1%
-720.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.2% | -2.5% |
| 7D | -8.4% | -2.7% | -5.7% | -8.0% |
| 30D | +4.6% | -0.2% | +4.8% | +4.3% |
| 3M | -1.9% | +17.8% | -19.7% | -6.3% |
| 6M | -15.3% | +2.3% | -17.6% | -17.3% |
| YTD | -21.5% | +41.6% | -63.1% | -30.2% |
| 1Y | -36.6% | +101.9% | -138.5% | -49.1% |
| 3Y | -31.2% | +186.2% | -217.4% | -52.2% |
| 5Y | -14.1% | +309.7% | -323.8% | -48.8% |
| All | +387.6% | +1,108.1% | -720.5% | +99.2% |
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