-34.2%
CPRT vs SSNC
+58.0%
-92.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -1.4% |
| 30D | +21.2% | -3.1% | +24.3% | +22.6% |
| 3M | +8.3% | -2.7% | +11.0% | +9.4% |
| 6M | -3.4% | +23.7% | -27.1% | -12.0% |
| YTD | -18.7% | -8.0% | -10.7% | -17.0% |
| 1Y | -23.5% | -4.7% | -18.8% | -23.2% |
| 3Y | -34.2% | +58.0% | -92.1% | -48.3% |
| All | -34.2% | +58.0% | -92.1% | -48.3% |
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