+818.1%
SPYM vs CPRT
+1,985.6%
-1,167.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | -2.4% | +21.5% | -23.8% | -9.2% |
| 3M | -1.1% | +9.4% | -10.6% | -5.2% |
| 6M | +3.3% | -3.3% | +6.6% | +2.7% |
| YTD | +12.4% | -17.8% | +30.2% | +18.0% |
| 1Y | +12.5% | -22.2% | +34.7% | +20.5% |
| 3Y | +79.1% | -34.0% | +113.1% | +101.0% |
| 5Y | +75.7% | -15.4% | +91.1% | +76.6% |
| 10Y | +313.9% | +376.0% | -62.1% | +126.3% |
| All | +818.1% | +1,985.6% | -1,167.5% | +220.4% |
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