-23.5%
CPRT vs SPXU
-26.3%
+2.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | -0.4% | -7.6% | +7.2% | -0.5% |
| 30D | +21.2% | +5.3% | +15.8% | +21.1% |
| 3M | +8.3% | +9.6% | -1.3% | +8.4% |
| 6M | -3.4% | -4.5% | +1.2% | -3.2% |
| YTD | -18.7% | -25.9% | +7.2% | -21.0% |
| 1Y | -23.5% | -28.9% | +5.3% | -25.4% |
| All | -23.5% | -26.3% | +2.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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