-27.1%
CPRT vs SGI
+59.4%
-86.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +0.4% | +9.3% | -8.9% | -1.7% |
| 30D | +9.9% | +6.9% | +3.0% | +8.2% |
| 3M | +5.6% | +2.8% | +2.8% | +4.6% |
| 6M | -13.6% | -12.6% | -1.0% | -11.7% |
| YTD | -16.7% | -21.5% | +4.8% | -12.7% |
| 1Y | -33.1% | -18.8% | -14.4% | -30.7% |
| 3Y | -27.1% | +60.8% | -87.9% | -35.6% |
| All | -27.1% | +59.4% | -86.4% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling