-50.5%
SE vs CPRT
-20.5%
-30.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | 0.0% | +4.0% | -4.0% | -0.8% |
| 30D | -19.4% | +18.2% | -37.6% | -22.2% |
| 3M | -33.1% | +9.2% | -42.3% | -34.2% |
| 6M | -11.4% | -4.8% | -6.6% | -9.7% |
| YTD | -39.8% | -17.5% | -22.3% | -37.9% |
| 1Y | -50.5% | -22.0% | -28.5% | -50.2% |
| All | -50.5% | -20.5% | -30.0% | -50.2% |
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 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