+374.9%
CPRT vs SPXS
-99.6%
+474.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -3.4% |
| 7D | -11.2% | +2.5% | -13.7% | -10.4% |
| 30D | +3.3% | +4.2% | -0.9% | +4.8% |
| 3M | -3.6% | -9.3% | +5.7% | -6.4% |
| 6M | -15.8% | -30.7% | +14.9% | -24.6% |
| YTD | -23.5% | -28.1% | +4.6% | -30.4% |
| 1Y | -38.8% | -35.1% | -3.7% | -45.9% |
| 3Y | -33.4% | -79.6% | +46.1% | -56.6% |
| 5Y | -16.4% | -86.3% | +69.9% | -43.7% |
| All | +374.9% | -99.6% | +474.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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