+348.7%
CPRT vs SNAP
-77.2%
+425.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +0.9% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +16.6% | +2.6% | +14.0% | +16.2% |
| 3M | +9.6% | -9.9% | +19.5% | +10.3% |
| 6M | -11.1% | +1.9% | -13.0% | -12.2% |
| YTD | -13.9% | -32.2% | +18.3% | -11.2% |
| 1Y | -32.5% | -22.8% | -9.7% | -31.8% |
| 3Y | -25.0% | -47.6% | +22.6% | -24.6% |
| 5Y | -7.4% | -92.7% | +85.3% | +7.3% |
| All | +348.7% | -77.2% | +425.9% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling