-40.9%
SE vs CPRT
-31.2%
-9.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.1% | +2.2% | -8.3% | -6.6% |
| 30D | -2.5% | +16.6% | -19.1% | -5.7% |
| 3M | +21.7% | +9.6% | +12.1% | +19.0% |
| 6M | +27.0% | -11.1% | +38.1% | +30.9% |
| YTD | -12.1% | -13.9% | +1.7% | -9.5% |
| 1Y | -40.9% | -32.5% | -8.4% | -38.1% |
| All | -40.9% | -31.2% | -9.7% | -38.1% |
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