+412.4%
CPRT vs GAP
+28.3%
+384.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -0.9% |
| 7D | -0.4% | -3.2% | +2.8% | +0.2% |
| 30D | +8.2% | -0.7% | +8.9% | +8.1% |
| 3M | +2.3% | -0.5% | +2.8% | +2.1% |
| 6M | -14.7% | -5.0% | -9.8% | -14.8% |
| YTD | -18.2% | -14.7% | -3.5% | -16.9% |
| 1Y | -33.4% | -8.6% | -24.7% | -33.5% |
| 3Y | -28.3% | +108.4% | -136.7% | -42.6% |
| 5Y | -9.8% | +5.8% | -15.6% | -21.9% |
| 10Y | +412.4% | +29.6% | +382.7% | +251.7% |
| All | +412.4% | +28.3% | +384.1% | +251.7% |
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