+363.9%
CPRT vs SPXS
-99.5%
+463.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.2% |
| 7D | -1.5% | -9.5% | +8.0% | -4.4% |
| 30D | +21.4% | +7.4% | +14.0% | +24.6% |
| 3M | +10.4% | +6.1% | +4.3% | +13.1% |
| 6M | -4.3% | -7.3% | +3.0% | -6.0% |
| YTD | -18.3% | -26.7% | +8.5% | -24.9% |
| 1Y | -22.5% | -26.2% | +3.7% | -28.5% |
| 3Y | -34.3% | -80.3% | +46.0% | -58.0% |
| 5Y | -17.8% | -83.4% | +65.7% | -41.2% |
| All | +363.9% | -99.5% | +463.4% | +39.3% |
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