-33.2%
CULP vs SPY
+78.1%
-111.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -3.9% | +2.6% | -6.5% | -5.4% |
| 30D | -7.7% | -2.0% | -5.8% | -6.6% |
| 3M | +1.5% | -2.8% | +4.2% | +3.2% |
| 6M | +4.8% | +2.1% | +2.7% | +3.3% |
| YTD | -2.8% | +11.5% | -14.3% | -9.5% |
| 1Y | -10.8% | +13.5% | -24.3% | -17.9% |
| 3Y | -33.2% | +77.7% | -110.9% | -55.1% |
| All | -33.2% | +78.1% | -111.3% | -55.1% |
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