-9.8%
CPRT vs SEI
+1,021.5%
-1,031.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -1.8% |
| 7D | -0.4% | +28.2% | -28.6% | -0.6% |
| 30D | +8.2% | +15.5% | -7.2% | +8.1% |
| 3M | +2.3% | -1.4% | +3.7% | +2.3% |
| 6M | -14.7% | +37.4% | -52.2% | -15.9% |
| YTD | -18.2% | +47.8% | -66.0% | -19.7% |
| 1Y | -33.4% | +174.3% | -207.7% | -36.6% |
| 3Y | -28.3% | +598.5% | -626.8% | -37.1% |
| 5Y | -9.8% | +1,026.2% | -1,036.0% | -24.3% |
| All | -9.8% | +1,021.5% | -1,031.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling