+3,160.6%
CPRT vs SGI
+1,794.5%
+1,366.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | 0.0% |
| 7D | -1.5% | -10.7% | +9.2% | +0.5% |
| 30D | +21.3% | -3.6% | +24.9% | +22.1% |
| 3M | +10.4% | -5.4% | +15.8% | +11.4% |
| 6M | -4.3% | -7.0% | +2.7% | -3.4% |
| YTD | -18.3% | -31.6% | +13.3% | -13.4% |
| 1Y | -22.5% | -33.5% | +11.0% | -17.5% |
| 3Y | -34.3% | +66.5% | -100.8% | -41.2% |
| 5Y | -17.8% | +42.2% | -59.9% | -25.9% |
| 10Y | +373.4% | +320.9% | +52.5% | +236.8% |
| All | +3,160.6% | +1,794.5% | +1,366.1% | +1,506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling