+386.7%
CPRT vs SM
+4.9%
+381.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.8% |
| 7D | +1.6% | -22.3% | +23.9% | +3.4% |
| 30D | +18.8% | -21.4% | +40.1% | +20.6% |
| 3M | +9.4% | +1.4% | +8.1% | +8.8% |
| 6M | -4.4% | +0.1% | -4.5% | -5.2% |
| YTD | -17.1% | +59.0% | -76.1% | -21.1% |
| 1Y | -19.9% | +64.3% | -84.2% | -24.0% |
| 3Y | -30.5% | -13.1% | -17.4% | -31.7% |
| 5Y | -15.9% | -13.9% | -2.1% | -19.1% |
| 10Y | +386.7% | +1.7% | +385.0% | +273.8% |
| All | +386.7% | +4.9% | +381.8% | +273.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling