+67.8%
SAP vs CPRT
-33.6%
+101.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | +7.5% | +21.5% | -14.0% | -0.5% |
| 3M | +11.6% | +9.4% | +2.2% | +7.4% |
| 6M | +37.6% | -3.3% | +40.9% | +37.6% |
| YTD | -2.0% | -17.8% | +15.9% | +3.7% |
| 1Y | -6.4% | -22.2% | +15.8% | +1.0% |
| All | +67.8% | -33.6% | +101.4% | +88.7% |
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