+385.2%
CPRT vs SPY
+304.1%
+81.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +4.0% | -0.6% | +4.6% | +4.4% |
| 30D | +18.2% | -3.7% | +21.9% | +22.1% |
| 3M | +9.2% | -2.7% | +11.9% | +11.5% |
| 6M | -4.8% | +2.2% | -7.0% | -8.0% |
| YTD | -17.5% | +10.8% | -28.3% | -26.6% |
| 1Y | -22.0% | +11.2% | -33.2% | -31.0% |
| 3Y | -33.7% | +76.5% | -110.2% | -64.2% |
| 5Y | -15.0% | +72.9% | -87.9% | -52.7% |
| 10Y | +385.2% | +304.8% | +80.3% | +12.2% |
| All | +385.2% | +304.1% | +81.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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