-9.8%
CPRT vs SYY
+22.4%
-32.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +8.2% | -2.7% | +11.0% | +9.2% |
| 3M | +2.3% | +5.9% | -3.6% | +0.1% |
| 6M | -14.7% | -2.3% | -12.4% | -14.6% |
| YTD | -18.2% | +13.1% | -31.3% | -23.5% |
| 1Y | -33.4% | +3.8% | -37.1% | -35.4% |
| 3Y | -28.3% | +26.7% | -55.1% | -37.9% |
| 5Y | -9.8% | +19.4% | -29.3% | -20.1% |
| All | -9.8% | +22.4% | -32.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling