-9.9%
CPRT vs SMTC
+110.0%
-119.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.0% | -13.3% | -4.3% |
| 7D | +0.4% | +22.9% | -22.5% | -1.7% |
| 30D | +9.9% | +16.6% | -6.7% | +7.8% |
| 3M | +5.6% | +2.4% | +3.2% | +4.0% |
| 6M | -13.6% | +98.3% | -111.9% | -23.1% |
| YTD | -16.7% | +120.7% | -137.4% | -27.3% |
| 1Y | -33.1% | +168.3% | -201.4% | -43.8% |
| 3Y | -27.1% | +571.7% | -598.8% | -55.0% |
| 5Y | -9.9% | +114.0% | -123.9% | -16.6% |
| All | -9.9% | +110.0% | -119.9% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling