-28.8%
CPRT vs SPYG
+98.4%
-127.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +8.2% | -1.7% | +9.9% | +8.9% |
| 3M | +2.3% | +3.6% | -1.3% | +0.5% |
| 6M | -14.7% | +16.6% | -31.3% | -21.2% |
| YTD | -18.2% | +13.4% | -31.6% | -23.4% |
| 1Y | -33.4% | +19.6% | -53.0% | -39.6% |
| All | -28.8% | +98.4% | -127.3% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling