+5,332.3%
CPRT vs SPYG
+528.0%
+4,804.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -0.4% | +2.3% | -2.7% | -1.9% |
| 30D | +21.2% | -6.5% | +27.6% | +25.9% |
| 3M | +8.3% | -6.8% | +15.1% | +12.6% |
| 6M | -3.4% | -3.1% | -0.2% | -3.1% |
| YTD | -18.7% | +8.0% | -26.7% | -24.7% |
| 1Y | -23.5% | +10.2% | -33.7% | -30.3% |
| 3Y | -34.2% | +91.0% | -125.1% | -59.9% |
| 5Y | -18.2% | +67.7% | -85.9% | -45.3% |
| 10Y | +370.9% | +393.9% | -22.9% | +59.2% |
| All | +5,332.3% | +528.0% | +4,804.3% | +1,027.3% |
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