+363.9%
CPRT vs SMTC
+351.6%
+12.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.1% |
| 7D | -1.5% | +30.5% | -32.0% | -5.3% |
| 30D | +21.3% | -30.9% | +52.2% | +26.1% |
| 3M | +10.4% | -14.7% | +25.1% | +9.3% |
| 6M | -4.3% | -9.6% | +5.2% | -8.9% |
| YTD | -18.3% | +62.1% | -80.4% | -31.8% |
| 1Y | -22.5% | +66.6% | -89.1% | -36.1% |
| 3Y | -34.3% | +718.1% | -752.4% | -69.2% |
| 5Y | -17.8% | +32.8% | -50.6% | -35.9% |
| All | +363.9% | +351.6% | +12.3% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling