+806.4%
SPYM vs CPRT
+1,994.0%
-1,187.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -0.6% | +4.0% | -4.6% | -1.9% |
| 30D | -3.7% | +18.2% | -21.9% | -9.5% |
| 3M | -2.7% | +9.2% | -11.9% | -6.7% |
| 6M | +2.2% | -4.8% | +7.1% | +2.2% |
| YTD | +10.9% | -17.5% | +28.4% | +16.4% |
| 1Y | +11.3% | -22.0% | +33.3% | +19.1% |
| 3Y | +76.8% | -33.7% | +110.6% | +98.2% |
| 5Y | +73.5% | -15.0% | +88.5% | +74.1% |
| 10Y | +307.9% | +385.2% | -77.2% | +121.7% |
| All | +806.4% | +1,994.0% | -1,187.6% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling