-30.4%
CPRT vs SN
+397.9%
-428.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.0% |
| 7D | +6.0% | +7.2% | -1.1% | +5.0% |
| 30D | +20.0% | +20.4% | -0.4% | +16.9% |
| 3M | +10.1% | +23.9% | -13.8% | +6.6% |
| 6M | -4.3% | +93.0% | -97.4% | -13.1% |
| YTD | -18.4% | +99.2% | -117.6% | -26.6% |
| 1Y | -20.1% | +142.6% | -162.7% | -30.3% |
| 3Y | -30.4% | +398.8% | -429.2% | -47.3% |
| All | -30.4% | +397.9% | -428.3% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling