-27.1%
CPRT vs SSNC
+51.8%
-78.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -1.6% |
| 7D | +0.4% | -1.8% | +2.2% | +1.3% |
| 30D | +9.9% | +1.9% | +8.0% | +9.0% |
| 3M | +5.6% | +18.4% | -12.8% | -2.1% |
| 6M | -13.6% | +7.0% | -20.6% | -16.6% |
| YTD | -16.7% | -6.9% | -9.8% | -15.1% |
| 1Y | -33.1% | -8.2% | -25.0% | -31.5% |
| 3Y | -27.1% | +50.5% | -77.6% | -41.6% |
| All | -27.1% | +51.8% | -78.9% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling