+18.6%
SPYM vs CPRT
-34.0%
+52.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -1.4% | +8.2% | -9.6% | -1.6% |
| 3M | +3.7% | +2.3% | +1.4% | +3.9% |
| 6M | +13.0% | -14.7% | +27.8% | +15.0% |
| YTD | +12.5% | -18.2% | +30.7% | +14.8% |
| 1Y | +18.6% | -33.4% | +52.0% | +22.6% |
| All | +18.6% | -34.0% | +52.6% | +22.6% |
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