+385.2%
CPRT vs SIMO
+395.4%
-10.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | +4.0% | -16.0% | +20.0% | +5.5% |
| 30D | +18.2% | -35.8% | +54.0% | +22.8% |
| 3M | +9.2% | -26.5% | +35.6% | +10.4% |
| 6M | -4.8% | -33.0% | +28.2% | -5.4% |
| YTD | -17.5% | +84.3% | -101.8% | -34.2% |
| 1Y | -22.0% | +82.0% | -104.0% | -37.8% |
| 3Y | -33.7% | +218.5% | -252.2% | -55.0% |
| 5Y | -15.0% | +175.0% | -190.0% | -43.0% |
| 10Y | +385.2% | +407.5% | -22.3% | +157.6% |
| All | +385.2% | +395.4% | -10.2% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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