+324.4%
SNXX vs CPRT
-14.3%
+338.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +0.4% |
| 7D | +27.3% | -0.4% | +27.7% | +26.7% |
| 30D | +89.3% | +8.2% | +81.0% | +111.2% |
| 3M | -29.6% | +2.3% | -31.9% | -6.8% |
| 6M | +324.4% | -14.7% | +339.2% | +433.7% |
| All | +324.4% | -14.3% | +338.8% | +433.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling