-3.6%
SMR vs CPRT
+9.9%
-13.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +4.4% | +2.2% | +2.2% | +3.6% |
| 30D | +3.4% | +16.6% | -13.2% | -2.2% |
| 3M | -19.2% | +9.6% | -28.8% | -22.6% |
| 6M | -22.6% | -11.1% | -11.5% | -18.9% |
| YTD | -31.5% | -13.9% | -17.7% | -27.3% |
| 1Y | -73.1% | -32.5% | -40.6% | -68.1% |
| 3Y | +55.0% | -25.0% | +80.0% | +78.8% |
| All | -3.6% | +9.9% | -13.5% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling