-24.4%
CPRT vs SPY
+80.4%
-104.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +16.6% | +0.1% | +16.6% | +16.6% |
| 3M | +9.6% | +2.0% | +7.6% | +8.0% |
| 6M | -11.1% | +13.0% | -24.1% | -18.8% |
| YTD | -13.9% | +13.5% | -27.4% | -21.5% |
| 1Y | -32.5% | +20.0% | -52.5% | -41.2% |
| All | -24.4% | +80.4% | -104.8% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling