+1,307.5%
CPRT vs SCHG
+1,127.0%
+180.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.2% |
| 7D | -0.4% | -0.9% | +0.5% | +0.3% |
| 30D | +8.2% | -2.3% | +10.5% | +10.3% |
| 3M | +2.3% | +4.5% | -2.2% | -1.7% |
| 6M | -14.7% | +13.6% | -28.3% | -23.7% |
| YTD | -18.2% | +7.6% | -25.8% | -23.6% |
| 1Y | -33.4% | +13.0% | -46.4% | -40.6% |
| 3Y | -28.3% | +87.0% | -115.3% | -59.4% |
| 5Y | -9.8% | +82.9% | -92.7% | -48.3% |
| 10Y | +412.4% | +453.6% | -41.3% | +14.4% |
| All | +1,307.5% | +1,127.0% | +180.6% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling