-33.4%
CPRT vs SNY
-9.6%
-23.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -11.2% | -3.3% | -7.9% | -10.7% |
| 30D | +3.3% | -2.2% | +5.5% | +3.7% |
| 3M | -3.6% | -3.0% | -0.5% | -3.1% |
| 6M | -15.8% | +2.7% | -18.5% | -15.9% |
| YTD | -23.5% | -6.8% | -16.7% | -22.8% |
| 1Y | -38.8% | -5.3% | -33.5% | -38.3% |
| 3Y | -33.4% | -9.8% | -23.7% | -33.2% |
| All | -33.4% | -9.6% | -23.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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