-32.5%
CPRT vs SSNC
-3.0%
-29.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +16.6% | +6.0% | +10.6% | +13.6% |
| 3M | +9.6% | +21.0% | -11.4% | +0.7% |
| 6M | -11.1% | +12.1% | -23.2% | -16.2% |
| YTD | -13.9% | -3.2% | -10.6% | -16.0% |
| 1Y | -32.5% | -4.4% | -28.2% | -34.5% |
| All | -32.5% | -3.0% | -29.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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