+63.7%
SE vs CPRT
-34.3%
+98.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -20.9% | +21.2% | -42.1% | -25.9% |
| 3M | -38.9% | +8.3% | -47.2% | -40.7% |
| 6M | -19.4% | -3.4% | -16.0% | -18.8% |
| YTD | -40.9% | -18.7% | -22.2% | -36.5% |
| 1Y | -46.2% | -23.5% | -22.7% | -40.7% |
| 3Y | +63.7% | -34.2% | +97.9% | +102.6% |
| All | +63.7% | -34.3% | +98.0% | +102.6% |
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