-76.4%
CPRI vs SPY
+81.8%
-158.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -2.5% |
| 7D | +2.4% | +0.5% | +1.9% | +1.6% |
| 30D | -14.4% | -0.9% | -13.5% | -13.1% |
| 3M | -32.4% | +3.9% | -36.3% | -36.2% |
| 6M | -27.0% | +14.5% | -41.5% | -40.9% |
| YTD | -46.3% | +12.9% | -59.2% | -55.4% |
| 1Y | -36.0% | +19.4% | -55.4% | -51.1% |
| 3Y | -75.2% | +78.5% | -153.6% | -89.5% |
| 5Y | -76.4% | +81.8% | -158.1% | -89.7% |
| All | -76.4% | +81.8% | -158.1% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling