+309.3%
SPY vs CPRT
+370.9%
-61.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | -1.5% | +4.8% | +3.9% |
| 30D | -2.7% | +21.4% | -24.0% | -10.0% |
| 3M | -1.7% | +10.4% | -12.1% | -6.5% |
| 6M | +3.1% | -4.3% | +7.4% | +3.0% |
| YTD | +11.9% | -18.3% | +30.2% | +18.8% |
| 1Y | +12.0% | -22.5% | +34.5% | +21.5% |
| 3Y | +78.2% | -34.3% | +112.5% | +103.6% |
| 5Y | +73.2% | -17.8% | +91.0% | +74.1% |
| All | +309.3% | +370.9% | -61.6% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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