+10.1%
CULP vs SPY
+3,034.0%
-3,023.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.9% | +2.6% | -6.5% | -5.2% |
| 30D | -7.7% | -2.0% | -5.8% | -6.7% |
| 3M | +1.5% | -2.8% | +4.2% | +3.0% |
| 6M | +4.8% | +2.1% | +2.7% | +3.6% |
| YTD | -2.8% | +11.5% | -14.3% | -8.3% |
| 1Y | -10.8% | +13.5% | -24.3% | -16.6% |
| 3Y | -33.2% | +77.7% | -110.9% | -50.6% |
| 5Y | -72.3% | +72.6% | -144.9% | -79.5% |
| 10Y | -87.7% | +308.2% | -395.8% | -94.3% |
| All | +10.1% | +3,034.0% | -3,023.8% | -80.0% |
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