-28.8%
CPRT vs SITM
+412.8%
-441.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -0.4% | +3.7% | -4.1% | -0.5% |
| 30D | +8.2% | -14.5% | +22.8% | +8.7% |
| 3M | +2.3% | -10.6% | +12.9% | +2.3% |
| 6M | -14.7% | +65.5% | -80.3% | -18.5% |
| YTD | -18.2% | +67.0% | -85.2% | -22.2% |
| 1Y | -33.4% | +138.6% | -172.0% | -38.9% |
| All | -28.8% | +412.8% | -441.7% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling