-33.4%
CPRT vs SIRI
-22.6%
-10.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | -11.2% | +0.6% | -11.7% | -11.2% |
| 30D | +3.3% | +2.5% | +0.8% | +3.0% |
| 3M | -3.6% | +6.6% | -10.2% | -4.3% |
| 6M | -15.8% | +32.9% | -48.6% | -18.4% |
| YTD | -23.5% | +50.5% | -74.0% | -26.9% |
| 1Y | -38.8% | +28.0% | -66.7% | -40.6% |
| 3Y | -33.4% | -22.4% | -11.0% | -33.6% |
| All | -33.4% | -22.6% | -10.9% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling