+63.9%
SMR vs CPRT
-25.6%
+89.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +4.4% | +2.2% | +2.2% | +3.3% |
| 30D | +3.4% | +16.6% | -13.2% | -3.7% |
| 3M | -19.2% | +9.6% | -28.8% | -23.5% |
| 6M | -22.6% | -11.1% | -11.5% | -16.5% |
| YTD | -31.5% | -13.9% | -17.7% | -24.8% |
| 1Y | -73.1% | -32.5% | -40.6% | -64.8% |
| All | +63.9% | -25.6% | +89.5% | +73.4% |
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