+8.9%
CULP vs SPY
+3,074.3%
-3,065.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | -1.7% | -0.9% | -0.8% | -1.2% |
| 3M | +10.7% | +3.9% | +6.8% | +8.4% |
| 6M | +5.2% | +14.5% | -9.3% | -2.1% |
| YTD | -3.9% | +12.9% | -16.9% | -10.0% |
| 1Y | -20.3% | +19.4% | -39.6% | -27.4% |
| 3Y | -38.5% | +78.5% | -116.9% | -54.7% |
| 5Y | -71.3% | +81.8% | -153.0% | -79.4% |
| 10Y | -88.0% | +311.5% | -399.5% | -94.4% |
| All | +8.9% | +3,074.3% | -3,065.4% | -80.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling