-14.8%
SKHY vs CPRT
+14.8%
-29.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.0% | -10.1% | -1.7% |
| 7D | -13.1% | +12.6% | -25.8% | -5.4% |
| 30D | -26.6% | +18.0% | -44.6% | -17.5% |
| 3M | -7.3% | +11.0% | -18.3% | +5.9% |
| All | -14.8% | +14.8% | -29.6% | +15.3% |
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 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 · Available span rolling