+412.4%
CPRT vs SGI
+263.3%
+149.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +8.2% | +5.5% | +2.7% | +6.7% |
| 3M | +2.3% | -3.6% | +5.9% | +2.9% |
| 6M | -14.7% | -15.0% | +0.3% | -12.1% |
| YTD | -18.2% | -23.0% | +4.8% | -13.6% |
| 1Y | -33.4% | -18.4% | -15.0% | -31.1% |
| 3Y | -28.3% | +57.8% | -86.1% | -38.9% |
| 5Y | -9.8% | +51.5% | -61.3% | -25.3% |
| 10Y | +412.4% | +275.2% | +137.2% | +203.2% |
| All | +412.4% | +263.3% | +149.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling