+155.9%
SO vs CPRT
+411.2%
-255.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -3.2% | +9.9% | -13.1% | -5.4% |
| 3M | -1.7% | +5.6% | -7.3% | -3.3% |
| 6M | -7.2% | -13.6% | +6.4% | -4.7% |
| YTD | +4.6% | -16.7% | +21.3% | +8.0% |
| 1Y | +1.2% | -33.1% | +34.3% | +9.8% |
| 3Y | +45.3% | -27.1% | +72.3% | +51.0% |
| 5Y | +58.7% | -9.9% | +68.6% | +52.5% |
| 10Y | +155.9% | +415.3% | -259.5% | +79.2% |
| All | +155.9% | +411.2% | -255.3% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling