-69.4%
SMR vs CPRT
-34.0%
-35.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.4% |
| 7D | +13.1% | -0.4% | +13.5% | +12.8% |
| 30D | +17.8% | +8.2% | +9.5% | +18.6% |
| 3M | +8.1% | +2.3% | +5.8% | +9.2% |
| 6M | -11.1% | -14.7% | +3.6% | -8.4% |
| YTD | -23.7% | -18.2% | -5.5% | -21.9% |
| 1Y | -69.4% | -33.4% | -36.0% | -69.6% |
| All | -69.4% | -34.0% | -35.4% | -69.6% |
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 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