+374.9%
CPRT vs SPMO
+517.6%
-142.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -3.0% |
| 7D | -11.2% | -0.9% | -10.2% | -10.6% |
| 30D | +3.3% | -1.9% | +5.2% | +4.5% |
| 3M | -3.6% | -1.4% | -2.2% | -5.0% |
| 6M | -15.8% | +25.5% | -41.2% | -32.3% |
| YTD | -23.5% | +24.8% | -48.3% | -38.4% |
| 1Y | -38.8% | +24.5% | -63.2% | -50.8% |
| 3Y | -33.4% | +157.1% | -190.6% | -72.1% |
| 5Y | -16.4% | +149.5% | -165.9% | -63.9% |
| All | +374.9% | +517.6% | -142.7% | +16.7% |
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