+39.9%
SAP vs CPRT
-4.8%
+44.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -3.9% | -1.5% | -2.4% | -3.2% |
| 30D | +6.5% | +21.4% | -14.8% | -2.6% |
| 3M | +14.7% | +10.4% | +4.3% | +9.1% |
| 6M | +39.9% | -4.3% | +44.2% | +35.6% |
| All | +39.9% | -4.8% | +44.8% | +35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling