+21,200.5%
CPRT vs SPY
+2,748.0%
+18,452.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -0.3% |
| 7D | +1.6% | +0.1% | +1.6% | +1.5% |
| 30D | +18.8% | -3.3% | +22.1% | +21.6% |
| 3M | +9.4% | -2.4% | +11.8% | +11.1% |
| 6M | -4.4% | +2.6% | -7.0% | -7.1% |
| YTD | -17.1% | +11.2% | -28.4% | -24.5% |
| 1Y | -19.9% | +13.4% | -33.3% | -28.2% |
| 3Y | -30.5% | +79.9% | -110.4% | -56.9% |
| 5Y | -15.9% | +72.2% | -88.1% | -45.4% |
| 10Y | +386.7% | +307.3% | +79.4% | +71.2% |
| All | +21,200.5% | +2,748.0% | +18,452.5% | +2,625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling