-28.8%
CPRT vs SPMO
+159.2%
-188.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | +8.2% | +1.1% | +7.2% | +7.9% |
| 3M | +2.3% | +2.0% | +0.3% | +0.4% |
| 6M | -14.7% | +26.5% | -41.3% | -25.2% |
| YTD | -18.2% | +26.5% | -44.7% | -28.2% |
| 1Y | -33.4% | +27.9% | -61.3% | -42.1% |
| All | -28.8% | +159.2% | -188.1% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling