+672.1%
CPRT vs SPMO
+572.4%
+99.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.6% |
| 7D | +2.2% | +2.0% | +0.2% | +0.9% |
| 30D | +16.6% | -0.4% | +17.0% | +16.7% |
| 3M | +9.6% | -1.9% | +11.5% | +8.0% |
| 6M | -11.1% | +25.0% | -36.2% | -28.0% |
| YTD | -13.9% | +26.0% | -39.9% | -30.7% |
| 1Y | -32.5% | +28.7% | -61.2% | -46.9% |
| 3Y | -25.0% | +160.9% | -185.9% | -68.2% |
| 5Y | -7.4% | +147.9% | -155.3% | -58.9% |
| 10Y | +422.0% | +518.9% | -97.0% | +33.2% |
| All | +672.1% | +572.4% | +99.6% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling