-32.5%
CPRT vs SM
+36.8%
-69.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.5% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +16.6% | +25.6% | -8.9% | +16.0% |
| 3M | +9.6% | +8.0% | +1.5% | +9.2% |
| 6M | -11.1% | +50.8% | -61.9% | -14.4% |
| YTD | -13.9% | +97.9% | -111.8% | -19.2% |
| 1Y | -32.5% | +33.8% | -66.3% | -35.5% |
| All | -32.5% | +36.8% | -69.3% | -35.5% |
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