+2,439.8%
SAP vs CPRT
+14,099.1%
-11,659.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.1% |
| 30D | +7.5% | +21.5% | -14.0% | +2.4% |
| 3M | +11.6% | +9.4% | +2.2% | +8.9% |
| 6M | +37.6% | -3.3% | +40.9% | +38.2% |
| YTD | -2.0% | -17.8% | +15.9% | +2.2% |
| 1Y | -6.4% | -22.2% | +15.8% | -1.2% |
| 3Y | +67.7% | -34.0% | +101.7% | +82.9% |
| 5Y | +75.7% | -15.4% | +91.2% | +80.1% |
| 10Y | +229.3% | +376.0% | -146.6% | +132.1% |
| All | +2,439.8% | +14,099.1% | -11,659.4% | +1,054.0% |
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