+257.9%
SPOT vs CPRT
-34.3%
+292.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | +16.9% | +21.2% | -4.2% | +7.7% |
| 3M | +23.0% | +8.3% | +14.7% | +18.1% |
| 6M | +42.2% | -3.4% | +45.5% | +42.9% |
| YTD | +5.5% | -18.7% | +24.2% | +12.9% |
| 1Y | -5.1% | -23.5% | +18.5% | +3.9% |
| 3Y | +257.9% | -34.2% | +292.1% | +318.0% |
| All | +257.9% | -34.3% | +292.2% | +318.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling