-34.2%
CPRT vs SM
-3.9%
-30.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +9.4% | -9.8% | -1.0% |
| 30D | +21.2% | -14.4% | +35.5% | +22.2% |
| 3M | +8.3% | +1.6% | +6.8% | +7.4% |
| 6M | -3.4% | +6.3% | -9.7% | -5.1% |
| YTD | -18.7% | +78.8% | -97.5% | -25.6% |
| 1Y | -23.5% | +83.1% | -106.7% | -30.3% |
| 3Y | -34.2% | -5.9% | -28.2% | -35.9% |
| All | -34.2% | -3.9% | -30.2% | -35.9% |
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