-36.6%
CPRT vs SPMO
+24.7%
-61.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -4.4% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | -1.9% | +2.8% | -4.8% | -2.3% |
| 6M | -15.3% | +24.4% | -39.7% | -18.7% |
| YTD | -21.5% | +24.2% | -45.6% | -24.6% |
| 1Y | -36.6% | +24.5% | -61.1% | -38.8% |
| All | -36.6% | +24.7% | -61.3% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling