-28.8%
CPRT vs SONY
+39.5%
-68.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -0.4% | -4.9% | +4.5% | +0.6% |
| 30D | +8.2% | -1.6% | +9.8% | +8.6% |
| 3M | +2.3% | +10.0% | -7.7% | +0.4% |
| 6M | -14.7% | +8.4% | -23.2% | -16.3% |
| YTD | -18.2% | -8.4% | -9.7% | -17.2% |
| 1Y | -33.4% | -18.4% | -15.0% | -31.3% |
| All | -28.8% | +39.5% | -68.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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