-7.7%
CPRI vs SPY
+11.8%
-19.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.1% |
| 7D | -3.5% | +3.3% | -6.8% | -6.7% |
| 30D | +34.4% | -2.7% | +37.1% | +37.8% |
| 3M | +31.1% | -1.7% | +32.8% | +32.6% |
| 6M | +17.5% | +3.1% | +14.4% | +10.4% |
| YTD | -16.5% | +11.9% | -28.4% | -30.5% |
| 1Y | -7.7% | +12.0% | -19.7% | -23.0% |
| All | -7.7% | +11.8% | -19.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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