+251.0%
SPOT vs CPRT
+155.5%
+95.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +2.2% | +8.2% | -6.1% | -2.7% |
| 3M | +5.4% | +2.3% | +3.1% | +3.0% |
| 6M | -4.0% | -14.7% | +10.7% | +4.1% |
| YTD | -9.9% | -18.2% | +8.2% | -0.4% |
| 1Y | -27.3% | -33.4% | +6.1% | -9.9% |
| 3Y | +236.4% | -28.3% | +264.7% | +287.3% |
| 5Y | +112.6% | -9.8% | +122.4% | +108.4% |
| All | +251.0% | +155.5% | +95.5% | +101.2% |
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