+21,016.7%
CPRT vs SMTC
+42,079.4%
-21,062.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -1.8% |
| 7D | -1.4% | +12.9% | -14.2% | -3.5% |
| 30D | +21.5% | -25.6% | +47.1% | +24.6% |
| 3M | +9.4% | -4.5% | +14.0% | +7.0% |
| 6M | -3.3% | -8.3% | +5.0% | -7.0% |
| YTD | -17.8% | +69.9% | -87.8% | -28.8% |
| 1Y | -22.2% | +73.9% | -96.1% | -33.1% |
| 3Y | -34.0% | +757.7% | -791.7% | -59.2% |
| 5Y | -15.4% | +38.7% | -54.2% | -32.7% |
| 10Y | +376.0% | +376.1% | -0.1% | +208.2% |
| All | +21,016.7% | +42,079.4% | -21,062.7% | +9,092.5% |
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