+374.9%
CPRT vs SSNC
+173.6%
+201.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.5% |
| 7D | -11.2% | -4.0% | -7.1% | -9.3% |
| 30D | +3.3% | +0.5% | +2.8% | +3.0% |
| 3M | -3.6% | +18.9% | -22.5% | -12.0% |
| 6M | -15.8% | +10.8% | -26.6% | -20.5% |
| YTD | -23.5% | -7.1% | -16.4% | -21.3% |
| 1Y | -38.8% | -9.6% | -29.1% | -36.3% |
| 3Y | -33.4% | +51.1% | -84.5% | -48.0% |
| 5Y | -16.4% | +19.7% | -36.0% | -26.7% |
| All | +374.9% | +173.6% | +201.4% | +191.5% |
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 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