-10.5%
CPRT vs SIRI
-43.2%
+32.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -0.4% | -3.9% | +3.5% | +0.1% |
| 30D | +8.2% | -0.8% | +9.1% | +8.3% |
| 3M | +2.3% | +4.3% | -2.0% | +1.8% |
| 6M | -14.7% | +34.1% | -48.8% | -17.6% |
| YTD | -18.2% | +47.3% | -65.5% | -21.9% |
| 1Y | -33.4% | +22.9% | -56.3% | -35.2% |
| 3Y | -28.3% | -24.6% | -3.8% | -28.1% |
| All | -10.5% | -43.2% | +32.6% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling