-15.6%
CPRT vs GD
+97.4%
-113.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | +9.9% | -3.9% | +13.8% | +11.4% |
| 30D | +21.1% | +8.1% | +13.0% | +17.6% |
| 3M | +12.3% | -6.8% | +19.1% | +15.0% |
| 6M | -2.0% | +3.0% | -5.0% | -3.4% |
| YTD | -17.0% | +7.8% | -24.8% | -19.7% |
| 1Y | -22.5% | +5.8% | -28.3% | -24.6% |
| 3Y | -29.3% | +55.3% | -84.6% | -41.0% |
| 5Y | -15.6% | +96.7% | -112.3% | -38.6% |
| All | -15.6% | +97.4% | -113.0% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling