-18.7%
CPRT vs SPYG
+67.3%
-85.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -0.4% | +2.3% | -2.7% | -1.8% |
| 30D | +21.2% | -6.5% | +27.6% | +25.6% |
| 3M | +8.3% | -6.8% | +15.1% | +12.4% |
| 6M | -3.4% | -3.1% | -0.2% | -3.1% |
| YTD | -18.7% | +8.0% | -26.7% | -25.0% |
| 1Y | -23.5% | +10.2% | -33.7% | -30.7% |
| 3Y | -34.2% | +91.0% | -125.1% | -63.8% |
| All | -18.7% | +67.3% | -85.9% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling