-74.3%
CPRI vs SPY
+80.4%
-154.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -15.4% | +0.1% | -15.4% | -15.4% |
| 3M | -28.0% | +2.0% | -30.0% | -30.2% |
| 6M | -28.5% | +13.0% | -41.5% | -40.7% |
| YTD | -44.4% | +13.5% | -58.0% | -54.1% |
| 1Y | -37.7% | +20.0% | -57.6% | -52.5% |
| All | -74.3% | +80.4% | -154.7% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling