-86.7%
CULP vs SPY
+322.5%
-409.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.6% |
| 7D | +9.3% | -0.8% | +10.1% | +9.7% |
| 30D | +8.4% | -1.1% | +9.4% | +9.0% |
| 3M | +23.8% | +3.9% | +19.9% | +21.0% |
| 6M | +23.8% | +13.6% | +10.2% | +15.0% |
| YTD | +5.3% | +12.7% | -7.3% | -1.8% |
| 1Y | -17.9% | +17.5% | -35.4% | -25.3% |
| 3Y | -31.2% | +76.9% | -108.1% | -50.3% |
| 5Y | -69.6% | +83.6% | -153.2% | -78.8% |
| All | -86.7% | +322.5% | -409.2% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling