+2,060.9%
CPRT vs SIMO
+2,368.1%
-307.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.3% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | +21.5% | -25.4% | +46.9% | +24.1% |
| 3M | +9.4% | -17.8% | +27.2% | +9.6% |
| 6M | -3.3% | -29.6% | +26.2% | -3.6% |
| YTD | -17.8% | +100.3% | -118.1% | -29.8% |
| 1Y | -22.2% | +100.4% | -122.6% | -33.6% |
| 3Y | -34.0% | +246.1% | -280.1% | -48.6% |
| 5Y | -15.4% | +189.8% | -205.3% | -34.1% |
| 10Y | +376.0% | +434.6% | -58.6% | +234.4% |
| All | +2,060.9% | +2,368.1% | -307.2% | +1,027.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling