+363.9%
CPRT vs SSNC
+184.2%
+179.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.5% | +1.4% | -2.8% | -2.2% |
| 30D | +21.4% | -2.6% | +24.0% | +22.8% |
| 3M | +10.4% | -0.6% | +11.0% | +10.6% |
| 6M | -4.3% | +19.9% | -24.2% | -13.3% |
| YTD | -18.3% | -8.2% | -10.1% | -15.5% |
| 1Y | -22.5% | -5.5% | -16.9% | -21.2% |
| 3Y | -34.3% | +56.8% | -91.1% | -49.8% |
| 5Y | -17.8% | +7.8% | -25.6% | -24.2% |
| All | +363.9% | +184.2% | +179.8% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling