-9.8%
CPRT vs SRE
+48.6%
-58.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | +8.2% | +0.8% | +7.4% | +7.9% |
| 3M | +2.3% | -5.8% | +8.1% | +3.5% |
| 6M | -14.7% | -7.8% | -6.9% | -13.4% |
| YTD | -18.2% | -2.4% | -15.8% | -18.3% |
| 1Y | -33.4% | +8.9% | -42.3% | -35.6% |
| 3Y | -28.3% | +31.1% | -59.4% | -36.7% |
| 5Y | -9.8% | +48.6% | -58.4% | -24.8% |
| All | -9.8% | +48.6% | -58.4% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling