+20,872.3%
CPRT vs SPG
+4,731.4%
+16,140.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | +6.0% | +4.9% | +1.1% | +4.7% |
| 30D | +20.0% | +15.6% | +4.4% | +15.6% |
| 3M | +10.1% | +4.1% | +6.1% | +9.0% |
| 6M | -4.3% | +13.6% | -17.9% | -7.4% |
| YTD | -18.4% | +27.5% | -45.9% | -23.5% |
| 1Y | -20.1% | +32.2% | -52.3% | -25.8% |
| 3Y | -30.4% | +126.0% | -156.4% | -44.3% |
| 5Y | -17.0% | +74.7% | -91.7% | -29.6% |
| 10Y | +403.2% | +112.8% | +290.4% | +267.2% |
| All | +20,872.3% | +4,731.4% | +16,140.9% | +5,964.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling