+361.5%
CPRT vs SRE
+127.7%
+233.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.4% | +1.8% | -2.1% | -0.9% |
| 30D | +21.2% | -3.0% | +24.2% | +22.3% |
| 3M | +8.3% | -7.3% | +15.6% | +10.7% |
| 6M | -3.4% | -11.9% | +8.5% | +0.2% |
| YTD | -18.7% | -7.9% | -10.8% | -17.3% |
| 1Y | -23.5% | -11.1% | -12.4% | -21.3% |
| 3Y | -34.2% | +24.8% | -59.0% | -42.0% |
| 5Y | -18.2% | +52.4% | -70.6% | -34.5% |
| All | +361.5% | +127.7% | +233.8% | +243.7% |
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