+59.8%
SO vs CPRT
-7.1%
+66.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | -4.6% | +16.6% | -21.2% | -6.1% |
| 3M | -3.0% | +9.6% | -12.6% | -4.1% |
| 6M | -8.3% | -11.1% | +2.9% | -7.5% |
| YTD | +3.5% | -13.9% | +17.4% | +4.6% |
| 1Y | -0.9% | -32.5% | +31.6% | +2.7% |
| 3Y | +45.4% | -25.0% | +70.4% | +47.0% |
| All | +59.8% | -7.1% | +66.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling