+14.7%
CPRT vs GD
-6.4%
+21.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | +2.2% | -5.3% | +7.5% | +3.6% |
| 30D | +16.6% | -6.4% | +23.1% | +18.5% |
| All | +14.7% | -6.4% | +21.1% | +16.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling