-17.1%
CPRT vs GD
+94.5%
-111.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +6.0% | -5.0% | +11.0% | +7.9% |
| 30D | +20.0% | +8.9% | +11.1% | +16.2% |
| 3M | +10.1% | -8.0% | +18.2% | +13.3% |
| 6M | -4.3% | +2.9% | -7.2% | -5.6% |
| YTD | -18.4% | +7.1% | -25.5% | -20.9% |
| 1Y | -20.1% | +5.9% | -26.0% | -22.2% |
| 3Y | -30.4% | +53.9% | -84.3% | -41.7% |
| All | -17.1% | +94.5% | -111.6% | -39.4% |
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