+236.6%
SAP vs CPRT
+368.4%
-131.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +6.5% | +21.2% | -14.6% | -2.3% |
| 3M | +12.2% | +8.3% | +3.9% | +7.6% |
| 6M | +46.1% | -3.4% | +49.4% | +46.8% |
| YTD | -1.6% | -18.7% | +17.1% | +6.2% |
| 1Y | -5.1% | -23.5% | +18.4% | +5.2% |
| 3Y | +68.4% | -34.2% | +102.5% | +95.5% |
| 5Y | +79.4% | -18.2% | +97.6% | +83.8% |
| All | +236.6% | +368.4% | -131.9% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling