+22,034.1%
CPRT vs SMTC
+49,715.6%
-27,681.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.9% |
| 7D | +2.2% | +12.7% | -10.5% | +0.5% |
| 30D | +16.6% | +22.0% | -5.3% | +12.7% |
| 3M | +9.6% | -12.7% | +22.3% | +9.2% |
| 6M | -11.1% | +64.8% | -75.9% | -20.4% |
| YTD | -13.9% | +100.7% | -114.6% | -25.4% |
| 1Y | -32.5% | +146.9% | -179.4% | -43.8% |
| 3Y | -25.0% | +456.8% | -481.8% | -49.5% |
| 5Y | -7.4% | +89.2% | -96.6% | -27.9% |
| 10Y | +422.0% | +426.9% | -4.9% | +240.8% |
| All | +22,034.1% | +49,715.6% | -27,681.5% | +9,537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling