+2,432.7%
SAP vs CPRT
+14,002.0%
-11,569.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -0.7% | +6.0% | -6.7% | -2.1% |
| 30D | +11.1% | +20.0% | -8.9% | +6.2% |
| 3M | +17.0% | +10.1% | +6.9% | +14.0% |
| 6M | +34.8% | -4.3% | +39.2% | +35.8% |
| YTD | -2.2% | -18.4% | +16.2% | +2.1% |
| 1Y | -6.4% | -20.1% | +13.6% | -1.9% |
| 3Y | +75.1% | -30.4% | +105.6% | +88.7% |
| 5Y | +69.8% | -17.0% | +86.8% | +74.8% |
| 10Y | +219.8% | +403.2% | -183.4% | +123.0% |
| All | +2,432.7% | +14,002.0% | -11,569.3% | +1,052.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling