-38.8%
CPRT vs SEI
+134.3%
-173.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -2.1% |
| 7D | -11.2% | +22.6% | -33.8% | -9.1% |
| 30D | +3.3% | +9.1% | -5.8% | +4.6% |
| 3M | -3.6% | -11.3% | +7.8% | -2.9% |
| 6M | -15.8% | +22.0% | -37.8% | -14.1% |
| YTD | -23.5% | +47.3% | -70.8% | -21.3% |
| 1Y | -38.8% | +124.8% | -163.5% | -35.9% |
| All | -38.8% | +134.3% | -173.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1y: compounded portfolio wealth divided by compounded SEI 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…
1y analysis · Full analysis span regression · 6 months rolling