+75.0%
SPY vs CPRT
-30.7%
+105.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -2.7% | +6.0% | -8.7% | -3.8% |
| 30D | -5.4% | +20.0% | -25.4% | -8.6% |
| 3M | -4.1% | +10.1% | -14.2% | -6.2% |
| 6M | +0.7% | -4.3% | +5.0% | +1.6% |
| YTD | +8.7% | -18.4% | +27.1% | +14.5% |
| 1Y | +10.9% | -20.1% | +31.0% | +17.5% |
| 3Y | +75.0% | -30.4% | +105.4% | +93.0% |
| All | +75.0% | -30.7% | +105.7% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling