-29.7%
CULP vs SPY
+75.5%
-105.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +10.1% |
| 7D | +13.6% | -2.0% | +15.6% | +15.0% |
| 30D | +11.0% | -1.7% | +12.7% | +12.1% |
| 3M | +24.8% | +4.7% | +20.0% | +21.1% |
| 6M | +23.2% | +12.5% | +10.6% | +14.4% |
| YTD | +7.6% | +11.7% | -4.1% | +0.3% |
| 1Y | -18.5% | +17.5% | -36.0% | -26.3% |
| All | -29.7% | +75.5% | -105.2% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling