-18.7%
CPRT vs SONY
+12.1%
-30.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.1% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | +21.2% | +11.1% | +10.0% | +16.9% |
| 3M | +8.3% | +14.7% | -6.4% | +3.3% |
| 6M | -3.4% | +18.8% | -22.1% | -9.1% |
| YTD | -18.7% | +5.7% | -24.4% | -20.8% |
| 1Y | -23.5% | -8.1% | -15.5% | -21.9% |
| 3Y | -34.2% | +64.0% | -98.1% | -49.3% |
| All | -18.7% | +12.1% | -30.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling