-0.3%
SPOT vs CPRT
-24.7%
+24.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.0% | -0.4% | +2.1% |
| 7D | +16.6% | +12.6% | +3.9% | +9.8% |
| 30D | +29.9% | +18.0% | +12.0% | +19.6% |
| 3M | +31.3% | +11.0% | +20.3% | +23.6% |
| 6M | +43.2% | -2.0% | +45.2% | +43.1% |
| YTD | +8.1% | -16.7% | +24.8% | +13.9% |
| 1Y | -0.3% | -23.9% | +23.6% | +5.6% |
| All | -0.3% | -24.7% | +24.4% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling