-37.6%
SMCI vs CPRT
-24.7%
-12.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.7% | -4.5% |
| 7D | -17.3% | +12.6% | -30.0% | -15.0% |
| 30D | -31.5% | +18.0% | -49.4% | -28.8% |
| 3M | -6.6% | +11.0% | -17.5% | -3.5% |
| 6M | +6.0% | -2.0% | +8.0% | +12.4% |
| YTD | +1.1% | -16.7% | +17.8% | +14.9% |
| 1Y | -37.6% | -23.9% | -13.7% | -29.0% |
| All | -37.6% | -24.7% | -12.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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