+5,463.7%
CPRT vs SPYG
+561.6%
+4,902.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +0.4% | +1.2% | -0.8% | -0.4% |
| 30D | +9.9% | -1.6% | +11.5% | +11.0% |
| 3M | +5.6% | +3.4% | +2.3% | +2.4% |
| 6M | -13.6% | +18.9% | -32.5% | -24.3% |
| YTD | -16.7% | +13.8% | -30.5% | -24.9% |
| 1Y | -33.1% | +20.6% | -53.7% | -42.4% |
| 3Y | -27.1% | +100.5% | -127.6% | -56.6% |
| 5Y | -9.9% | +84.6% | -94.5% | -43.0% |
| 10Y | +415.3% | +410.8% | +4.5% | +71.5% |
| All | +5,463.7% | +561.6% | +4,902.1% | +1,023.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling