+73.1%
SPYM vs CPRT
-18.6%
+91.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.6% | -0.4% | +2.9% | +2.7% |
| 30D | -2.0% | +21.2% | -23.2% | -8.3% |
| 3M | -2.8% | +8.3% | -11.1% | -6.2% |
| 6M | +2.2% | -3.4% | +5.5% | +2.1% |
| YTD | +11.5% | -18.7% | +30.2% | +19.1% |
| 1Y | +13.5% | -23.5% | +37.0% | +24.4% |
| 3Y | +78.0% | -34.2% | +112.2% | +102.6% |
| All | +73.1% | -18.6% | +91.7% | +65.3% |
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