+44.8%
CPRT vs SITM
+4,532.8%
-4,488.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -8.4% | +4.8% | -13.3% | -8.9% |
| 30D | +4.6% | -9.7% | +14.3% | +5.5% |
| 3M | -1.9% | -9.3% | +7.4% | -2.5% |
| 6M | -15.3% | +69.5% | -84.8% | -23.3% |
| YTD | -21.5% | +70.5% | -92.0% | -29.6% |
| 1Y | -36.6% | +145.3% | -181.9% | -46.8% |
| 3Y | -31.2% | +432.8% | -464.0% | -52.3% |
| 5Y | -14.1% | +174.0% | -188.1% | -39.0% |
| All | +44.8% | +4,532.8% | -4,488.0% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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