+387.6%
CPRT vs SIRI
-11.0%
+398.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.3% |
| 7D | -8.4% | -3.0% | -5.4% | -7.8% |
| 30D | +4.6% | +1.3% | +3.3% | +4.2% |
| 3M | -1.9% | +5.6% | -7.6% | -3.2% |
| 6M | -15.3% | +35.2% | -50.5% | -21.0% |
| YTD | -21.5% | +49.1% | -70.5% | -28.4% |
| 1Y | -36.6% | +26.8% | -63.4% | -40.4% |
| 3Y | -31.2% | -23.7% | -7.5% | -30.9% |
| 5Y | -14.1% | -41.8% | +27.7% | -11.7% |
| All | +387.6% | -11.0% | +398.7% | +312.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling