-23.9%
CPRT vs SMTC
+70.8%
-94.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -12.9% | +17.9% | +3.4% |
| 7D | +12.6% | -24.5% | +37.1% | +9.4% |
| 30D | +18.0% | -42.5% | +60.4% | +12.1% |
| 3M | +11.0% | -14.1% | +25.0% | +10.0% |
| 6M | -2.0% | +3.6% | -5.6% | -2.5% |
| YTD | -16.7% | +50.6% | -67.3% | -16.4% |
| 1Y | -23.9% | +72.2% | -96.1% | -21.3% |
| All | -23.9% | +70.8% | -94.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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