+12,594.6%
CPRT vs SCCO
+33,989.4%
-21,394.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | -5.3% | +7.5% | +3.3% |
| 30D | +16.6% | +2.7% | +14.0% | +15.8% |
| 3M | +9.6% | +4.2% | +5.4% | +7.6% |
| 6M | -11.1% | -0.6% | -10.5% | -12.6% |
| YTD | -13.9% | +45.0% | -58.8% | -22.6% |
| 1Y | -32.5% | +109.3% | -141.8% | -44.4% |
| 3Y | -25.0% | +180.8% | -205.8% | -43.7% |
| 5Y | -7.4% | +314.3% | -321.6% | -37.7% |
| 10Y | +422.0% | +1,083.3% | -661.3% | +170.2% |
| All | +12,594.6% | +33,989.4% | -21,394.8% | +2,830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling