-79.9%
SMR vs CPRT
-22.5%
-57.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -8.3% | -0.4% | -7.9% | -8.3% |
| 30D | -20.1% | +21.2% | -41.2% | -20.0% |
| 3M | -52.7% | +8.3% | -61.0% | -52.6% |
| 6M | -61.0% | -3.4% | -57.7% | -60.3% |
| YTD | -67.1% | -18.7% | -48.4% | -66.3% |
| 1Y | -79.9% | -23.5% | -56.3% | -81.5% |
| All | -79.9% | -22.5% | -57.4% | -81.5% |
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