-9.9%
CPRT vs SPXU
-86.0%
+76.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -2.8% |
| 7D | +0.4% | -1.5% | +1.9% | 0.0% |
| 30D | +9.9% | +3.7% | +6.2% | +11.3% |
| 3M | +5.6% | -9.6% | +15.2% | +2.7% |
| 6M | -13.6% | -32.4% | +18.7% | -22.9% |
| YTD | -16.7% | -28.7% | +12.0% | -24.1% |
| 1Y | -33.1% | -38.2% | +5.1% | -41.6% |
| 3Y | -27.1% | -80.4% | +53.4% | -53.6% |
| 5Y | -9.9% | -86.0% | +76.2% | -38.9% |
| All | -9.9% | -86.0% | +76.2% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling