-15.4%
CPRT vs GAP
+5.8%
-21.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -1.4% | -9.3% | +8.0% | +0.3% |
| 30D | +21.5% | -5.5% | +27.0% | +22.6% |
| 3M | +9.4% | +3.5% | +5.9% | +8.3% |
| 6M | -3.3% | +0.7% | -4.0% | -4.2% |
| 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% | -31.2% |
| All | -15.4% | +5.8% | -21.3% | -31.2% |
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 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