-33.4%
CPRT vs SMTC
+168.8%
-202.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.7% |
| 7D | -0.4% | +22.5% | -22.9% | +1.1% |
| 30D | +8.2% | +24.9% | -16.6% | +10.3% |
| 3M | +2.3% | +4.1% | -1.8% | +4.0% |
| 6M | -14.7% | +92.6% | -107.3% | -13.2% |
| YTD | -18.2% | +122.5% | -140.7% | -16.4% |
| 1Y | -33.4% | +166.2% | -199.6% | -31.7% |
| All | -33.4% | +168.8% | -202.1% | -31.7% |
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