+264.0%
SPOT vs CPRT
+169.0%
+95.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | -0.9% | +2.2% | -3.1% | -2.3% |
| 30D | +12.5% | +16.6% | -4.2% | +2.7% |
| 3M | +9.9% | +9.6% | +0.3% | +3.3% |
| 6M | +1.6% | -11.1% | +12.7% | +7.6% |
| YTD | -6.6% | -13.9% | +7.3% | +0.4% |
| 1Y | -22.9% | -32.5% | +9.6% | -5.2% |
| 3Y | +244.3% | -25.0% | +269.3% | +286.5% |
| 5Y | +117.8% | -7.4% | +125.2% | +109.7% |
| All | +264.0% | +169.0% | +95.0% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling