+433.2%
SNXX vs CPRT
-21.1%
+454.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | -5.3% |
| 7D | +26.7% | +0.4% | +26.3% | +27.3% |
| 30D | +90.7% | +9.9% | +80.8% | +119.8% |
| 3M | -30.9% | +5.6% | -36.5% | -8.1% |
| 6M | +409.9% | -13.6% | +423.6% | +364.8% |
| All | +433.2% | -21.1% | +454.3% | +313.2% |
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