-34.0%
CPRT vs SRE
+8.8%
-42.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.8% |
| 7D | -0.4% | +1.5% | -1.9% | -0.3% |
| 30D | +8.2% | +0.8% | +7.4% | +8.3% |
| 3M | +2.3% | -5.8% | +8.1% | +2.2% |
| 6M | -14.7% | -7.8% | -6.9% | -14.8% |
| YTD | -18.2% | -2.4% | -15.8% | -18.3% |
| All | -34.0% | +8.8% | -42.8% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling