+2,233.8%
SAP vs CPRT
+14,783.3%
-12,549.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.9% | +2.2% | -5.1% | -3.4% |
| 30D | +9.0% | +16.6% | -7.6% | +4.9% |
| 3M | +14.9% | +9.6% | +5.4% | +12.3% |
| 6M | +11.9% | -11.1% | +23.0% | +14.8% |
| YTD | -9.9% | -13.9% | +4.0% | -7.0% |
| 1Y | -19.5% | -32.5% | +13.0% | -12.1% |
| 3Y | +61.8% | -25.0% | +86.8% | +71.5% |
| 5Y | +56.2% | -7.4% | +63.6% | +56.9% |
| 10Y | +180.6% | +422.0% | -241.4% | +94.0% |
| All | +2,233.8% | +14,783.3% | -12,549.5% | +950.2% |
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 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