+200.4%
SE vs CPRT
-25.5%
+226.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.1% | +2.2% | -8.3% | -6.9% |
| 30D | -2.5% | +16.6% | -19.1% | -8.2% |
| 3M | +21.7% | +9.6% | +12.1% | +16.8% |
| 6M | +27.0% | -11.1% | +38.1% | +33.5% |
| YTD | -12.1% | -13.9% | +1.7% | -6.8% |
| 1Y | -40.9% | -32.5% | -8.4% | -29.9% |
| All | +200.4% | -25.5% | +226.0% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling