-33.1%
CPRT vs SM
+46.7%
-79.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -3.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +9.9% | +31.5% | -21.6% | +9.4% |
| 3M | +5.6% | +17.3% | -11.7% | +5.0% |
| 6M | -13.6% | +48.5% | -62.1% | -16.2% |
| YTD | -16.7% | +106.3% | -123.0% | -21.5% |
| 1Y | -33.1% | +47.3% | -80.4% | -36.3% |
| All | -33.1% | +46.7% | -79.9% | -36.3% |
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