+306.8%
SPOT vs CPRT
+157.7%
+149.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.0% | +4.0% | -3.0% | -1.2% |
| 30D | +14.6% | +18.2% | -3.7% | +4.2% |
| 3M | +18.4% | +9.2% | +9.3% | +11.9% |
| 6M | +45.1% | -4.8% | +49.9% | +47.4% |
| YTD | +4.4% | -17.5% | +21.9% | +14.7% |
| 1Y | -2.7% | -22.0% | +19.3% | +10.3% |
| 3Y | +254.6% | -33.7% | +288.3% | +327.8% |
| 5Y | +124.8% | -15.0% | +139.7% | +126.3% |
| All | +306.8% | +157.7% | +149.2% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling