+523.6%
SMCI vs CPRT
-18.6%
+542.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -6.6% | -0.4% | -6.2% | -6.4% |
| 30D | -24.9% | +21.2% | -46.1% | -34.1% |
| 3M | -31.4% | +8.3% | -39.7% | -36.8% |
| 6M | -16.0% | -3.4% | -12.7% | -18.2% |
| YTD | -8.2% | -18.7% | +10.5% | +2.1% |
| 1Y | -23.4% | -23.5% | +0.1% | -10.5% |
| 3Y | +5.0% | -34.2% | +39.2% | +36.9% |
| All | +523.6% | -18.6% | +542.2% | +511.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling