-13.9%
CPRT vs SCHG
+82.7%
-96.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -8.4% | -2.7% | -5.7% | -6.6% |
| 30D | +4.6% | -2.2% | +6.8% | +6.2% |
| 3M | -1.9% | +6.2% | -8.1% | -6.2% |
| 6M | -15.3% | +13.4% | -28.7% | -23.0% |
| YTD | -21.5% | +7.1% | -28.6% | -25.7% |
| 1Y | -36.6% | +12.5% | -49.1% | -42.5% |
| 3Y | -31.2% | +86.2% | -117.4% | -59.7% |
| All | -13.9% | +82.7% | -96.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling