+75.1%
SAP vs CPRT
-30.7%
+105.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.5% |
| 7D | -0.7% | +6.0% | -6.7% | -3.0% |
| 30D | +11.1% | +20.0% | -8.9% | +3.2% |
| 3M | +17.0% | +10.1% | +6.9% | +12.2% |
| 6M | +34.8% | -4.3% | +39.2% | +35.4% |
| YTD | -2.2% | -18.4% | +16.2% | +3.7% |
| 1Y | -6.4% | -20.1% | +13.6% | -0.1% |
| 3Y | +75.1% | -30.4% | +105.6% | +94.6% |
| All | +75.1% | -30.7% | +105.8% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling