+376.0%
CPRT vs GD
+174.7%
+201.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | +21.5% | +9.5% | +12.0% | +16.3% |
| 3M | +9.4% | -5.8% | +15.3% | +12.3% |
| 6M | -3.3% | +7.7% | -11.0% | -7.1% |
| YTD | -17.8% | +11.1% | -28.9% | -22.5% |
| 1Y | -22.2% | +6.1% | -28.3% | -25.0% |
| 3Y | -34.0% | +59.8% | -93.8% | -48.7% |
| 5Y | -15.4% | +104.6% | -120.1% | -43.4% |
| 10Y | +376.0% | +170.6% | +205.4% | +178.5% |
| All | +376.0% | +174.7% | +201.3% | +178.5% |
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