-27.6%
CPRT vs SRE
+31.5%
-59.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +9.9% | +1.9% | +8.0% | +9.5% |
| 3M | +5.6% | -3.3% | +8.9% | +6.1% |
| 6M | -13.6% | -6.4% | -7.2% | -12.9% |
| YTD | -16.7% | -1.8% | -14.9% | -16.9% |
| 1Y | -33.1% | +10.7% | -43.9% | -35.1% |
| All | -27.6% | +31.5% | -59.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling