-23.9%
CPRT vs SPG
+34.3%
-58.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.1% | +3.3% |
| 7D | +12.6% | +8.2% | +4.5% | +8.0% |
| 30D | +18.0% | +13.5% | +4.5% | +10.4% |
| 3M | +11.0% | +2.2% | +8.7% | +9.0% |
| 6M | -2.0% | +15.9% | -17.9% | -8.0% |
| YTD | -16.7% | +27.6% | -44.3% | -24.5% |
| 1Y | -23.9% | +30.9% | -54.8% | -32.0% |
| All | -23.9% | +34.3% | -58.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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