+1,330.6%
CPRT vs SSNC
+1,023.6%
+307.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -1.3% |
| 30D | +21.2% | -3.1% | +24.3% | +22.6% |
| 3M | +8.3% | -2.7% | +11.0% | +9.5% |
| 6M | -3.4% | +23.7% | -27.1% | -11.7% |
| YTD | -18.7% | -8.0% | -10.7% | -16.5% |
| 1Y | -23.5% | -4.7% | -18.8% | -22.7% |
| 3Y | -34.2% | +58.0% | -92.1% | -46.4% |
| 5Y | -18.2% | +8.0% | -26.2% | -23.0% |
| 10Y | +370.9% | +183.8% | +187.1% | +217.7% |
| All | +1,330.6% | +1,023.6% | +307.0% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling