+161.5%
SMR vs CPRT
-30.7%
+192.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.6% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | -24.4% | +18.8% | -43.2% | -29.4% |
| 3M | -44.6% | +9.4% | -54.0% | -47.0% |
| 6M | -56.7% | -4.4% | -52.3% | -56.0% |
| YTD | -61.6% | -17.1% | -44.5% | -57.5% |
| 1Y | -82.1% | -19.9% | -62.2% | -79.8% |
| 3Y | +161.5% | -30.5% | +192.0% | +223.4% |
| All | +161.5% | -30.7% | +192.3% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling