-19.5%
SAP vs CPRT
-31.2%
+11.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.9% | +2.2% | -5.1% | -3.8% |
| 30D | +9.0% | +16.6% | -7.6% | +2.3% |
| 3M | +14.9% | +9.6% | +5.4% | +9.3% |
| 6M | +11.9% | -11.1% | +23.0% | +12.2% |
| YTD | -9.9% | -13.9% | +4.0% | -8.9% |
| 1Y | -19.5% | -32.5% | +13.0% | -17.4% |
| All | -19.5% | -31.2% | +11.7% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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