-23.9%
CPRT vs SM
+70.4%
-94.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -15.3% | +20.3% | +4.8% |
| 7D | +12.6% | -21.5% | +34.1% | +12.5% |
| 30D | +18.0% | -11.4% | +29.4% | +17.3% |
| 3M | +11.0% | +0.6% | +10.3% | +10.1% |
| 6M | -2.0% | +0.2% | -2.3% | -3.5% |
| YTD | -16.7% | +69.7% | -86.3% | -23.9% |
| 1Y | -23.9% | +71.6% | -95.4% | -30.6% |
| All | -23.9% | +70.4% | -94.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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