+22,034.1%
CPRT vs SM
+1,353.0%
+20,681.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +16.6% | +26.3% | -9.7% | +14.0% |
| 3M | +9.6% | +8.7% | +0.9% | +8.2% |
| 6M | -11.1% | +51.7% | -62.8% | -15.4% |
| YTD | -13.9% | +99.0% | -112.9% | -20.3% |
| 1Y | -32.5% | +34.6% | -67.1% | -35.3% |
| 3Y | -25.0% | -7.8% | -17.3% | -26.8% |
| 5Y | -7.4% | +104.8% | -112.2% | -18.8% |
| 10Y | +422.0% | +7.2% | +414.7% | +286.8% |
| All | +22,034.1% | +1,353.0% | +20,681.1% | +10,004.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling