-30.4%
CPRT vs SNAP
-53.8%
+23.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.4% |
| 7D | +6.0% | -7.1% | +13.2% | +6.6% |
| 30D | +20.0% | -14.6% | +34.7% | +21.4% |
| 3M | +10.1% | -5.0% | +15.1% | +10.2% |
| 6M | -4.3% | -18.8% | +14.5% | -3.4% |
| YTD | -18.4% | -38.5% | +20.1% | -16.5% |
| 1Y | -20.1% | -38.1% | +18.0% | -18.3% |
| 3Y | -30.4% | -53.8% | +23.4% | -33.3% |
| All | -30.4% | -53.8% | +23.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling