-22.5%
CPRT vs SSNC
-5.7%
-16.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.5% | +1.4% | -2.8% | -2.1% |
| 30D | +21.4% | -2.6% | +24.0% | +22.5% |
| 3M | +10.4% | -0.6% | +11.0% | +10.4% |
| 6M | -4.3% | +19.9% | -24.2% | -11.7% |
| YTD | -18.3% | -8.2% | -10.1% | -20.4% |
| 1Y | -22.5% | -5.5% | -16.9% | -24.1% |
| All | -22.5% | -5.7% | -16.7% | -24.1% |
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