+387.6%
CPRT vs SRE
+124.1%
+263.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -8.4% | -0.7% | -7.8% | -8.2% |
| 30D | +4.6% | -1.7% | +6.3% | +5.0% |
| 3M | -1.9% | -7.1% | +5.1% | +0.2% |
| 6M | -15.3% | -8.4% | -6.9% | -13.3% |
| YTD | -21.5% | -3.5% | -17.9% | -21.2% |
| 1Y | -36.6% | +5.4% | -42.0% | -38.5% |
| 3Y | -31.2% | +29.5% | -60.7% | -39.9% |
| 5Y | -14.1% | +48.3% | -62.4% | -29.8% |
| All | +387.6% | +124.1% | +263.5% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling