-3.4%
CPRT vs SCCO
-12.1%
+8.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.7% |
| 7D | -0.4% | -1.9% | +1.5% | -0.5% |
| 30D | +21.2% | -17.4% | +38.6% | +19.2% |
| 3M | +8.3% | -11.7% | +20.0% | +7.5% |
| 6M | -3.4% | -12.1% | +8.7% | -3.7% |
| All | -3.4% | -12.1% | +8.8% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling