-5.7%
CPRT vs GD
+97.9%
-103.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | +2.2% | -5.3% | +7.5% | +4.2% |
| 30D | +16.6% | -6.4% | +23.1% | +19.4% |
| 3M | +9.6% | +5.7% | +3.9% | +7.1% |
| 6M | -11.1% | -0.9% | -10.2% | -11.1% |
| YTD | -13.9% | +8.2% | -22.0% | -16.7% |
| 1Y | -32.5% | +13.4% | -45.9% | -35.9% |
| 3Y | -25.0% | +68.5% | -93.5% | -39.4% |
| All | -5.7% | +97.9% | -103.6% | -30.9% |
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