+322.9%
SPYM vs CPRT
+410.9%
-88.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -1.4% | +8.2% | -9.6% | -4.9% |
| 3M | +3.7% | +2.3% | +1.4% | +1.6% |
| 6M | +13.0% | -14.7% | +27.8% | +19.2% |
| YTD | +12.5% | -18.2% | +30.7% | +20.1% |
| 1Y | +18.6% | -33.4% | +52.0% | +38.1% |
| 3Y | +78.0% | -28.3% | +106.4% | +96.4% |
| 5Y | +82.3% | -9.8% | +92.1% | +76.6% |
| 10Y | +322.9% | +412.4% | -89.5% | +124.4% |
| All | +322.9% | +410.9% | -88.1% | +124.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling