+385.2%
CPRT vs GD
+180.8%
+204.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.2% |
| 7D | +4.0% | -1.9% | +5.9% | +4.8% |
| 30D | +18.2% | +10.9% | +7.3% | +12.5% |
| 3M | +9.2% | -6.8% | +15.9% | +12.5% |
| 6M | -4.8% | +7.0% | -11.8% | -8.2% |
| YTD | -17.5% | +11.1% | -28.6% | -22.2% |
| 1Y | -22.0% | +7.0% | -29.0% | -25.2% |
| 3Y | -33.7% | +59.9% | -93.6% | -48.6% |
| 5Y | -15.0% | +102.5% | -117.4% | -42.8% |
| 10Y | +385.2% | +174.0% | +211.1% | +182.2% |
| All | +385.2% | +180.8% | +204.3% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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