-14.1%
CPRT vs SONY
+8.8%
-22.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -8.4% | -5.8% | -2.7% | -6.6% |
| 30D | +4.6% | -0.4% | +5.0% | +4.7% |
| 3M | -1.9% | +13.3% | -15.2% | -6.0% |
| 6M | -15.3% | +8.5% | -23.8% | -18.1% |
| YTD | -21.5% | -8.1% | -13.3% | -19.7% |
| 1Y | -36.6% | -17.9% | -18.7% | -33.0% |
| 3Y | -31.2% | +41.4% | -72.6% | -44.3% |
| 5Y | -14.1% | +9.3% | -23.4% | -23.3% |
| All | -14.1% | +8.8% | -22.9% | -23.3% |
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