+351.3%
CPRT vs SEI
+507.3%
-156.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.2% |
| 7D | +2.2% | +10.2% | -8.0% | +1.5% |
| 30D | +16.6% | -1.0% | +17.7% | +16.6% |
| 3M | +9.6% | -27.9% | +37.5% | +11.3% |
| 6M | -11.1% | +10.4% | -21.5% | -13.5% |
| YTD | -13.9% | +20.1% | -34.0% | -17.3% |
| 1Y | -32.5% | +109.7% | -142.2% | -39.2% |
| 3Y | -25.0% | +458.6% | -483.7% | -43.7% |
| 5Y | -7.4% | +775.3% | -782.7% | -38.1% |
| All | +351.3% | +507.3% | -156.0% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling