+78.8%
SPYM vs CPRT
-34.0%
+112.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | -1.5% | +4.8% | +3.5% |
| 30D | -2.6% | +21.4% | -24.0% | -6.0% |
| 3M | -1.7% | +10.4% | -12.1% | -3.9% |
| 6M | +3.1% | -4.3% | +7.4% | +4.1% |
| YTD | +12.0% | -18.3% | +30.3% | +17.9% |
| 1Y | +12.1% | -22.5% | +34.6% | +19.9% |
| All | +78.8% | -34.0% | +112.7% | +99.5% |
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