+376.0%
CPRT vs GAP
+7.3%
+368.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | -1.4% | -9.3% | +8.0% | +0.4% |
| 30D | +21.5% | -5.5% | +27.0% | +22.7% |
| 3M | +9.4% | +3.5% | +5.9% | +8.2% |
| 6M | -3.3% | +0.7% | -4.0% | -4.3% |
| YTD | -17.8% | -13.4% | -4.5% | -17.0% |
| 1Y | -22.2% | -7.7% | -14.5% | -22.5% |
| 3Y | -34.0% | +74.4% | -108.4% | -45.2% |
| 5Y | -15.4% | +5.3% | -20.8% | -26.7% |
| 10Y | +376.0% | +4.7% | +371.3% | +224.2% |
| All | +376.0% | +7.3% | +368.7% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling