+589.4%
SE vs CPRT
+268.6%
+320.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -6.1% | +2.2% | -8.3% | -7.6% |
| 30D | -2.5% | +16.6% | -19.1% | -13.1% |
| 3M | +21.7% | +9.6% | +12.1% | +11.7% |
| 6M | +27.0% | -11.1% | +38.1% | +35.5% |
| YTD | -12.1% | -13.9% | +1.7% | -4.9% |
| 1Y | -40.9% | -32.5% | -8.4% | -23.7% |
| 3Y | +191.0% | -25.0% | +216.0% | +230.5% |
| 5Y | -68.3% | -7.4% | -60.9% | -69.5% |
| All | +589.4% | +268.6% | +320.7% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling