+363.9%
CPRT vs SPY
+308.5%
+55.4%
-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% | -0.2% | -0.2% |
| 7D | -1.5% | +3.3% | -4.8% | -4.5% |
| 30D | +21.3% | -2.7% | +24.0% | +24.1% |
| 3M | +10.4% | -1.7% | +12.1% | +11.7% |
| 6M | -4.3% | +3.1% | -7.4% | -8.2% |
| YTD | -18.3% | +11.9% | -30.2% | -27.9% |
| 1Y | -22.5% | +12.0% | -34.5% | -31.8% |
| 3Y | -34.3% | +78.2% | -112.5% | -64.9% |
| 5Y | -17.8% | +73.2% | -91.0% | -54.3% |
| All | +363.9% | +308.5% | +55.4% | +4.3% |
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