-23.7%
CPRT vs SN
+490.7%
-514.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | +2.2% | -9.3% | +11.5% | +3.2% |
| 30D | +16.6% | -4.8% | +21.4% | +17.1% |
| 3M | +9.6% | +40.4% | -30.8% | +5.4% |
| 6M | -11.1% | +50.9% | -62.1% | -15.3% |
| YTD | -13.9% | +54.9% | -68.8% | -18.4% |
| 1Y | -32.5% | +43.0% | -75.5% | -35.5% |
| 3Y | -25.0% | +391.8% | -416.9% | -32.9% |
| All | -23.7% | +490.7% | -514.4% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling