-9.9%
CPRT vs SGI
+61.8%
-71.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +0.4% | +9.3% | -8.9% | -2.4% |
| 30D | +9.9% | +6.9% | +3.0% | +7.6% |
| 3M | +5.6% | +2.8% | +2.8% | +4.2% |
| 6M | -13.6% | -12.6% | -1.0% | -11.2% |
| YTD | -16.7% | -21.5% | +4.8% | -11.6% |
| 1Y | -33.1% | -18.8% | -14.4% | -30.3% |
| 3Y | -27.1% | +60.8% | -87.9% | -41.6% |
| 5Y | -9.9% | +60.0% | -69.9% | -31.9% |
| All | -9.9% | +61.8% | -71.7% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling