+412.4%
CPRT vs SPG
+57.9%
+354.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | -0.7% |
| 7D | -0.4% | -2.7% | +2.3% | +0.4% |
| 30D | +8.2% | -7.3% | +15.5% | +10.6% |
| 3M | +2.3% | -3.5% | +5.8% | +3.4% |
| 6M | -14.7% | +8.5% | -23.2% | -16.8% |
| YTD | -18.2% | +13.0% | -31.2% | -21.1% |
| 1Y | -33.4% | +18.0% | -51.4% | -36.6% |
| 3Y | -28.3% | +104.5% | -132.8% | -42.1% |
| 5Y | -9.8% | +102.0% | -111.9% | -27.5% |
| 10Y | +412.4% | +61.9% | +350.4% | +309.1% |
| All | +412.4% | +57.9% | +354.5% | +309.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling