-48.8%
SE vs CPRT
-24.7%
-24.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.0% | -0.6% | +3.4% |
| 7D | +6.7% | +12.6% | -6.0% | +4.0% |
| 30D | -17.2% | +18.0% | -35.2% | -20.2% |
| 3M | -28.0% | +11.0% | -39.0% | -29.6% |
| 6M | -6.1% | -2.0% | -4.1% | -5.0% |
| YTD | -37.1% | -16.7% | -20.5% | -34.8% |
| 1Y | -48.8% | -23.9% | -24.9% | -46.7% |
| All | -48.8% | -24.7% | -24.0% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling