-23.8%
SPOT vs CPRT
-38.3%
+14.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.7% |
| 7D | -3.1% | -11.2% | +8.1% | +1.4% |
| 30D | +7.4% | +3.3% | +4.1% | +5.5% |
| 3M | +8.2% | -3.6% | +11.8% | +8.9% |
| 6M | +2.2% | -15.8% | +18.0% | +7.5% |
| YTD | -9.5% | -23.5% | +14.0% | -3.4% |
| 1Y | -23.8% | -38.8% | +14.9% | -28.8% |
| All | -23.8% | -38.3% | +14.5% | -28.8% |
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