+79.7%
SPY vs CPRT
-25.6%
+105.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | +0.1% | +16.6% | -16.6% | -3.6% |
| 3M | +2.0% | +9.6% | -7.6% | -0.5% |
| 6M | +13.0% | -11.1% | +24.1% | +17.1% |
| YTD | +13.5% | -13.9% | +27.4% | +18.5% |
| 1Y | +20.0% | -32.5% | +52.5% | +36.2% |
| All | +79.7% | -25.6% | +105.3% | +88.3% |
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