+365.7%
SE vs CPRT
+249.3%
+116.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +1.2% |
| 7D | +2.0% | +6.0% | -4.0% | -2.2% |
| 30D | -20.0% | +20.0% | -40.0% | -30.0% |
| 3M | -31.8% | +10.1% | -41.9% | -37.4% |
| 6M | -15.9% | -4.3% | -11.6% | -15.9% |
| YTD | -40.6% | -18.4% | -22.2% | -33.9% |
| 1Y | -50.7% | -20.1% | -30.6% | -44.4% |
| 3Y | +70.3% | -30.4% | +100.7% | +102.1% |
| 5Y | -78.8% | -17.0% | -61.9% | -78.4% |
| All | +365.7% | +249.3% | +116.5% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling