-20.1%
CPRT vs GD
+5.1%
-25.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +6.0% | -5.0% | +11.0% | +7.7% |
| 30D | +20.0% | +8.9% | +11.1% | +16.4% |
| 3M | +10.1% | -8.0% | +18.2% | +12.5% |
| 6M | -4.3% | +2.9% | -7.2% | -5.8% |
| YTD | -18.4% | +7.1% | -25.5% | -19.6% |
| 1Y | -20.1% | +5.9% | -26.0% | -21.3% |
| All | -20.1% | +5.1% | -25.1% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling