-26.2%
CPRT vs SN
+496.6%
-522.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +9.9% | -5.6% | +15.5% | +10.5% |
| 3M | +5.6% | +48.1% | -42.4% | +1.1% |
| 6M | -13.6% | +57.6% | -71.3% | -18.1% |
| YTD | -16.7% | +56.5% | -73.2% | -21.2% |
| 1Y | -33.1% | +52.6% | -85.7% | -36.6% |
| 3Y | -27.1% | +412.0% | -439.0% | -34.7% |
| All | -26.2% | +496.6% | -522.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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