+386.7%
CPRT vs SPG
+117.3%
+269.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | +1.6% | +5.1% | -3.5% | +0.2% |
| 30D | +18.8% | +16.8% | +1.9% | +13.6% |
| 3M | +9.4% | +5.7% | +3.8% | +7.7% |
| 6M | -4.4% | +17.8% | -22.2% | -8.7% |
| YTD | -17.1% | +30.1% | -47.2% | -23.2% |
| 1Y | -19.9% | +32.8% | -52.7% | -26.2% |
| 3Y | -30.5% | +137.2% | -167.7% | -46.1% |
| 5Y | -15.9% | +81.5% | -97.4% | -31.0% |
| 10Y | +386.7% | +116.5% | +270.2% | +252.5% |
| All | +386.7% | +117.3% | +269.4% | +252.5% |
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