-14.1%
CPRT vs SPMO
+145.0%
-159.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.1% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | +4.6% | -0.7% | +5.3% | +4.8% |
| 3M | -1.9% | +2.8% | -4.8% | -5.8% |
| 6M | -15.3% | +24.4% | -39.7% | -29.7% |
| YTD | -21.5% | +24.2% | -45.6% | -34.8% |
| 1Y | -36.6% | +24.5% | -61.1% | -47.7% |
| 3Y | -31.2% | +155.6% | -186.8% | -71.4% |
| 5Y | -14.1% | +148.2% | -162.3% | -62.8% |
| All | -14.1% | +145.0% | -159.1% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling