+361.5%
CPRT vs SPMO
+460.5%
-99.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.5% |
| 7D | -0.4% | +6.3% | -6.7% | -4.3% |
| 30D | +21.2% | -8.9% | +30.0% | +27.4% |
| 3M | +8.3% | -13.2% | +21.5% | +17.1% |
| 6M | -3.4% | -9.3% | +5.9% | -2.0% |
| YTD | -18.7% | +11.6% | -30.3% | -30.5% |
| 1Y | -23.5% | +13.4% | -36.9% | -35.7% |
| 3Y | -34.2% | +122.9% | -157.0% | -70.0% |
| 5Y | -18.2% | +113.9% | -132.1% | -61.3% |
| All | +361.5% | +460.5% | -99.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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