+387.6%
CPRT vs SPYG
+420.3%
-32.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.3% |
| 7D | -8.4% | -1.8% | -6.6% | -7.1% |
| 30D | +4.6% | -1.9% | +6.5% | +6.2% |
| 3M | -1.9% | +5.2% | -7.1% | -6.8% |
| 6M | -15.3% | +15.6% | -30.9% | -26.1% |
| YTD | -21.5% | +12.4% | -33.9% | -30.1% |
| 1Y | -36.6% | +17.5% | -54.1% | -46.0% |
| 3Y | -31.2% | +98.1% | -129.3% | -64.5% |
| 5Y | -14.1% | +84.9% | -99.0% | -52.8% |
| All | +387.6% | +420.3% | -32.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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