+11.1%
SMR vs CPRT
+6.2%
+4.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.3% | +18.6% | +16.4% |
| 7D | +21.4% | +0.4% | +21.0% | +20.9% |
| 30D | +13.8% | +9.9% | +3.9% | +9.7% |
| 3M | +3.9% | +5.6% | -1.7% | +0.6% |
| 6M | -4.2% | -13.6% | +9.4% | +1.1% |
| YTD | -21.1% | -16.7% | -4.4% | -15.4% |
| 1Y | -67.1% | -33.1% | -33.9% | -61.1% |
| 3Y | +88.9% | -27.1% | +115.9% | +119.8% |
| All | +11.1% | +6.2% | +4.9% | +14.4% |
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