+13,711.7%
CPRT vs SRE
+1,525.5%
+12,186.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +16.6% | -0.7% | +17.4% | +16.7% |
| 3M | +9.6% | -6.3% | +15.9% | +11.5% |
| 6M | -11.1% | -10.7% | -0.5% | -8.4% |
| YTD | -13.9% | -3.5% | -10.4% | -13.6% |
| 1Y | -32.5% | +5.3% | -37.8% | -34.3% |
| 3Y | -25.0% | +31.8% | -56.8% | -33.6% |
| 5Y | -7.4% | +47.4% | -54.7% | -21.6% |
| 10Y | +422.0% | +120.6% | +301.4% | +278.6% |
| All | +13,711.7% | +1,525.5% | +12,186.2% | +5,788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling