-25.4%
CPRT vs SIMO
+418.6%
-443.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | +0.4% |
| 7D | +2.2% | +4.2% | -2.0% | +2.2% |
| 30D | +16.6% | +4.1% | +12.6% | +16.7% |
| 3M | +9.6% | -12.9% | +22.5% | +9.7% |
| 6M | -11.1% | +110.3% | -121.5% | -17.3% |
| YTD | -13.9% | +178.6% | -192.4% | -23.4% |
| 1Y | -32.5% | +220.0% | -252.5% | -41.9% |
| All | -25.4% | +418.6% | -443.9% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling