+224.0%
SAP vs CPRT
+382.0%
-158.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | +1.5% | +4.0% | -2.5% | -0.2% |
| 30D | +8.8% | +18.2% | -9.4% | +0.9% |
| 3M | +12.1% | +9.2% | +2.9% | +7.2% |
| 6M | +34.6% | -4.8% | +39.4% | +36.2% |
| YTD | -2.1% | -17.5% | +15.4% | +5.0% |
| 1Y | -5.5% | -22.0% | +16.5% | +3.7% |
| 3Y | +67.4% | -33.7% | +101.2% | +93.9% |
| 5Y | +74.6% | -15.0% | +89.5% | +75.9% |
| 10Y | +224.0% | +385.2% | -161.1% | +108.2% |
| All | +224.0% | +382.0% | -158.0% | +108.2% |
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