-32.5%
CPRT vs SIRI
+28.3%
-60.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.9% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | +16.6% | -4.7% | +21.3% | +17.7% |
| 3M | +9.6% | +5.3% | +4.3% | +9.1% |
| 6M | -11.1% | +30.5% | -41.6% | -13.6% |
| YTD | -13.9% | +49.6% | -63.5% | -17.4% |
| 1Y | -32.5% | +28.5% | -61.0% | -34.9% |
| All | -32.5% | +28.3% | -60.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling