-4.3%
CPRT vs SIMO
-29.1%
+24.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -0.8% |
| 7D | +6.0% | -22.0% | +28.0% | +1.5% |
| 30D | +20.0% | -43.0% | +63.1% | +9.1% |
| 3M | +10.1% | -39.1% | +49.3% | +2.2% |
| 6M | -4.3% | -33.3% | +29.0% | -6.7% |
| All | -4.3% | -29.1% | +24.8% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling