+2,165.0%
CPRT vs SIMO
+3,332.4%
-1,167.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.5% |
| 7D | +2.2% | +4.2% | -2.0% | +1.7% |
| 30D | +16.6% | +4.1% | +12.6% | +15.7% |
| 3M | +9.6% | -12.9% | +22.5% | +9.2% |
| 6M | -11.1% | +110.3% | -121.5% | -22.1% |
| YTD | -13.9% | +178.6% | -192.4% | -27.8% |
| 1Y | -32.5% | +220.0% | -252.5% | -44.7% |
| 3Y | -25.0% | +409.0% | -434.1% | -43.2% |
| 5Y | -7.4% | +277.3% | -284.7% | -28.6% |
| 10Y | +422.0% | +506.6% | -84.6% | +266.4% |
| All | +2,165.0% | +3,332.4% | -1,167.4% | +1,059.7% |
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 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