+392.8%
CPRT vs GD
+190.6%
+202.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +6.0% | -5.0% | +11.0% | +8.5% |
| 30D | +20.0% | +8.9% | +11.1% | +15.2% |
| 3M | +10.1% | -8.0% | +18.2% | +14.3% |
| 6M | -4.3% | +2.9% | -7.2% | -6.0% |
| YTD | -18.4% | +7.1% | -25.5% | -21.7% |
| 1Y | -20.1% | +5.9% | -26.0% | -23.0% |
| 3Y | -30.4% | +53.9% | -84.3% | -44.9% |
| 5Y | -17.0% | +95.4% | -112.4% | -43.1% |
| All | +392.8% | +190.6% | +202.2% | +185.8% |
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