+12.4%
SPY vs CPRT
-22.3%
+34.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -2.4% | +21.5% | -23.8% | -2.4% |
| 3M | -1.2% | +9.4% | -10.6% | -1.0% |
| 6M | +3.3% | -3.3% | +6.6% | +4.3% |
| YTD | +12.3% | -17.8% | +30.1% | +14.6% |
| 1Y | +12.4% | -22.2% | +34.6% | +13.4% |
| All | +12.4% | -22.3% | +34.8% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling