-9.9%
CPRT vs GAP
+9.4%
-19.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | +9.9% | +9.3% | +0.6% | +8.0% |
| 3M | +5.6% | +6.1% | -0.5% | +4.3% |
| 6M | -13.6% | -2.3% | -11.3% | -14.1% |
| YTD | -16.7% | -10.6% | -6.1% | -16.2% |
| 1Y | -33.1% | -4.4% | -28.7% | -33.7% |
| 3Y | -27.1% | +118.3% | -145.4% | -42.2% |
| 5Y | -9.9% | +12.2% | -22.1% | -26.6% |
| All | -9.9% | +9.4% | -19.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling