-36.6%
CPRT vs SITM
+140.9%
-177.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -3.9% |
| 7D | -8.4% | +4.8% | -13.3% | -8.2% |
| 30D | +4.6% | -9.7% | +14.3% | +4.1% |
| 3M | -1.9% | -9.3% | +7.4% | -1.6% |
| 6M | -15.3% | +69.5% | -84.8% | -13.3% |
| YTD | -21.5% | +70.5% | -92.0% | -19.0% |
| 1Y | -36.6% | +145.3% | -181.9% | -32.2% |
| All | -36.6% | +140.9% | -177.5% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling