-33.1%
CPRT vs SN
+48.4%
-81.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.3% |
| 3M | +5.6% | +48.1% | -42.4% | +3.1% |
| 6M | -13.6% | +57.6% | -71.3% | -16.2% |
| YTD | -16.7% | +56.5% | -73.2% | -19.6% |
| 1Y | -33.1% | +52.6% | -85.7% | -36.7% |
| All | -33.1% | +48.4% | -81.5% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling