-38.8%
CPRT vs SPXS
-36.2%
-2.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.7% |
| 7D | -11.2% | +2.5% | -13.7% | -11.0% |
| 30D | +3.3% | +4.2% | -0.9% | +3.5% |
| 3M | -3.6% | -9.3% | +5.7% | -3.8% |
| 6M | -15.8% | -30.7% | +14.9% | -19.0% |
| YTD | -23.5% | -28.1% | +4.6% | -25.8% |
| 1Y | -38.8% | -35.1% | -3.7% | -41.2% |
| All | -38.8% | -36.2% | -2.6% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling