+3.7%
SO vs CPRT
-24.7%
+28.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.1% |
| 7D | +1.7% | +12.6% | -10.9% | +0.8% |
| 30D | +11.1% | +18.0% | -6.8% | +9.7% |
| 3M | +0.7% | +11.0% | -10.3% | -0.4% |
| 6M | -1.4% | -2.0% | +0.6% | -2.5% |
| YTD | +9.4% | -16.7% | +26.1% | +7.5% |
| 1Y | +3.7% | -23.9% | +27.6% | +2.4% |
| All | +3.7% | -24.7% | +28.5% | +2.4% |
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 · 6 months rolling