+333.8%
CPRT vs SNAP
-77.4%
+411.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +9.9% | +1.9% | +8.0% | +9.6% |
| 3M | +5.6% | -3.9% | +9.5% | +5.6% |
| 6M | -13.6% | +5.2% | -18.9% | -15.0% |
| YTD | -16.7% | -32.7% | +16.0% | -14.1% |
| 1Y | -33.1% | -24.8% | -8.3% | -32.2% |
| 3Y | -27.1% | -42.2% | +15.1% | -27.5% |
| 5Y | -9.9% | -92.7% | +82.8% | +4.4% |
| All | +333.8% | -77.4% | +411.2% | +289.5% |
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