-52.1%
SMR vs CPRT
+4.3%
-56.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.7% |
| 7D | +10.3% | -1.5% | +11.8% | +10.8% |
| 30D | -25.7% | +21.4% | -47.1% | -30.8% |
| 3M | -49.7% | +10.4% | -60.1% | -51.9% |
| 6M | -59.8% | -4.3% | -55.5% | -59.7% |
| YTD | -66.0% | -18.3% | -47.7% | -63.4% |
| 1Y | -81.4% | -22.5% | -59.0% | -79.6% |
| 3Y | +130.6% | -34.3% | +165.0% | +175.4% |
| All | -52.1% | +4.3% | -56.4% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling