+6.6%
SO vs CPRT
-20.5%
+27.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -0.1% | +4.0% | -4.1% | -0.4% |
| 30D | +8.7% | +18.2% | -9.5% | +7.4% |
| 3M | +3.4% | +9.2% | -5.8% | +2.4% |
| 6M | +3.7% | -4.8% | +8.5% | +2.4% |
| YTD | +10.0% | -17.5% | +27.5% | +7.6% |
| 1Y | +6.6% | -22.0% | +28.6% | +4.1% |
| All | +6.6% | -20.5% | +27.1% | +4.1% |
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