+238.8%
SPOT vs CPRT
-25.6%
+264.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -0.9% | +2.2% | -3.1% | -1.9% |
| 30D | +12.5% | +16.6% | -4.2% | +5.0% |
| 3M | +9.9% | +9.6% | +0.3% | +5.0% |
| 6M | +1.6% | -11.1% | +12.7% | +6.1% |
| YTD | -6.6% | -13.9% | +7.3% | -1.5% |
| 1Y | -22.9% | -32.5% | +9.6% | -10.3% |
| All | +238.8% | -25.6% | +264.4% | +253.0% |
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