+329.8%
CPRT vs SNAP
-79.2%
+409.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.0% | -10.6% | +14.5% | +5.2% |
| 30D | +18.2% | -19.7% | +38.0% | +20.9% |
| 3M | +9.2% | -6.5% | +15.7% | +9.4% |
| 6M | -4.8% | -17.8% | +12.9% | -3.6% |
| YTD | -17.5% | -38.0% | +20.5% | -14.4% |
| 1Y | -22.0% | -42.5% | +20.5% | -18.5% |
| 3Y | -33.7% | -55.8% | +22.1% | -32.1% |
| 5Y | -15.0% | -90.5% | +75.6% | -4.0% |
| All | +329.8% | -79.2% | +409.0% | +288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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