-15.1%
CPRI vs SPY
+676.1%
-691.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.2% |
| 7D | +10.0% | -2.7% | +12.7% | +14.0% |
| 30D | +42.2% | -5.4% | +47.6% | +52.5% |
| 3M | +36.9% | -4.1% | +41.0% | +44.0% |
| 6M | +6.5% | +0.7% | +5.8% | +4.3% |
| YTD | -15.8% | +8.7% | -24.5% | -25.7% |
| 1Y | -4.5% | +10.9% | -15.3% | -18.1% |
| 3Y | -59.5% | +75.0% | -134.4% | -81.3% |
| 5Y | -68.5% | +67.8% | -136.3% | -84.1% |
| 10Y | -58.2% | +312.9% | -371.0% | -92.1% |
| All | -15.1% | +676.1% | -691.2% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling