+21,102.0%
CPRT vs SPY
+2,737.5%
+18,364.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.0% | -0.6% | +4.6% | +4.4% |
| 30D | +18.2% | -3.7% | +21.9% | +21.4% |
| 3M | +9.2% | -2.7% | +11.9% | +11.1% |
| 6M | -4.8% | +2.2% | -7.0% | -7.3% |
| YTD | -17.5% | +10.8% | -28.3% | -24.6% |
| 1Y | -22.0% | +11.2% | -33.2% | -29.1% |
| 3Y | -33.7% | +76.5% | -110.2% | -58.3% |
| 5Y | -15.0% | +72.9% | -87.9% | -45.0% |
| 10Y | +385.2% | +304.8% | +80.3% | +71.4% |
| All | +21,102.0% | +2,737.5% | +18,364.5% | +2,621.0% |
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