+366.4%
CPRT vs SPG
+115.6%
+250.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | +2.7% | -4.1% | -2.2% |
| 30D | +21.5% | +16.6% | +4.9% | +16.3% |
| 3M | +9.4% | +8.1% | +1.3% | +7.0% |
| 6M | -3.3% | +19.3% | -22.6% | -8.0% |
| YTD | -17.8% | +31.1% | -48.9% | -24.0% |
| 1Y | -22.2% | +32.8% | -55.0% | -28.3% |
| 3Y | -34.0% | +135.8% | -169.8% | -48.7% |
| 5Y | -15.4% | +85.1% | -100.5% | -30.9% |
| All | +366.4% | +115.6% | +250.8% | +235.1% |
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