-30.5%
CPRT vs SM
-14.2%
-16.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.8% |
| 7D | +1.6% | -22.3% | +23.9% | +3.3% |
| 30D | +18.8% | -21.4% | +40.1% | +20.4% |
| 3M | +9.4% | +1.4% | +8.1% | +8.3% |
| 6M | -4.4% | +0.1% | -4.5% | -6.0% |
| YTD | -17.1% | +59.0% | -76.1% | -23.6% |
| 1Y | -19.9% | +64.3% | -84.2% | -26.5% |
| 3Y | -30.5% | -13.1% | -17.4% | -32.6% |
| All | -30.5% | -14.2% | -16.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling