+412.4%
CPRT vs SPY
+312.5%
+99.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | +8.2% | -1.4% | +9.6% | +9.7% |
| 3M | +2.3% | +3.7% | -1.4% | -1.8% |
| 6M | -14.7% | +13.0% | -27.7% | -25.1% |
| YTD | -18.2% | +12.4% | -30.6% | -27.7% |
| 1Y | -33.4% | +18.5% | -51.9% | -44.4% |
| 3Y | -28.3% | +77.6% | -106.0% | -61.2% |
| 5Y | -9.8% | +81.7% | -91.5% | -51.9% |
| 10Y | +412.4% | +319.7% | +92.7% | +13.6% |
| All | +412.4% | +312.5% | +99.9% | +13.6% |
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