+82.3%
SPYM vs CPRT
-9.0%
+91.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -0.9% | +9.9% | -10.8% | -4.6% |
| 3M | +3.9% | +5.6% | -1.7% | +0.9% |
| 6M | +14.5% | -13.6% | +28.2% | +20.4% |
| YTD | +13.0% | -16.7% | +29.7% | +20.0% |
| 1Y | +19.4% | -33.1% | +52.6% | +39.3% |
| 3Y | +78.9% | -27.1% | +105.9% | +94.3% |
| 5Y | +82.3% | -9.9% | +92.2% | +67.3% |
| All | +82.3% | -9.0% | +91.3% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling