+22,034.1%
CPRT vs GAP
+536.2%
+21,497.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.2% | -4.5% | +6.7% | +3.1% |
| 30D | +16.6% | +9.0% | +7.6% | +14.5% |
| 3M | +9.6% | +5.0% | +4.6% | +8.3% |
| 6M | -11.1% | -17.8% | +6.7% | -8.9% |
| YTD | -13.9% | -10.4% | -3.5% | -13.3% |
| 1Y | -32.5% | -3.4% | -29.1% | -33.3% |
| 3Y | -25.0% | +111.5% | -136.5% | -39.6% |
| 5Y | -7.4% | +8.8% | -16.2% | -19.4% |
| 10Y | +422.0% | +32.9% | +389.1% | +282.7% |
| All | +22,034.1% | +536.2% | +21,497.9% | +12,418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling