+1,407.5%
CPRT vs SPXU
-100.0%
+1,507.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.8% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +16.6% | +0.8% | +15.8% | +17.1% |
| 3M | +9.6% | -4.7% | +14.3% | +8.3% |
| 6M | -11.1% | -29.6% | +18.5% | -19.6% |
| YTD | -13.9% | -29.9% | +16.0% | -21.8% |
| 1Y | -32.5% | -39.1% | +6.6% | -41.2% |
| 3Y | -25.0% | -80.0% | +55.0% | -49.9% |
| 5Y | -7.4% | -86.0% | +78.7% | -35.5% |
| 10Y | +422.0% | -99.5% | +521.5% | +81.6% |
| All | +1,407.5% | -100.0% | +1,507.5% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling