-10.2%
CPRI vs SPY
+691.5%
-701.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +8.3% | -0.6% | +8.9% | +9.0% |
| 30D | +45.4% | -3.7% | +49.0% | +52.0% |
| 3M | +40.8% | -2.7% | +43.6% | +45.2% |
| 6M | +17.3% | +2.2% | +15.1% | +12.6% |
| YTD | -10.9% | +10.8% | -21.8% | -23.5% |
| 1Y | +0.5% | +11.2% | -10.7% | -14.2% |
| 3Y | -53.9% | +76.5% | -130.4% | -78.9% |
| 5Y | -65.6% | +72.9% | -138.6% | -83.3% |
| 10Y | -58.0% | +304.8% | -362.8% | -92.0% |
| All | -10.2% | +691.5% | -701.7% | -91.6% |
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