+554.8%
CPRT vs GDDY
+381.9%
+172.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.8% |
| 7D | -8.4% | -7.0% | -1.4% | -6.6% |
| 30D | +4.6% | +6.2% | -1.6% | +2.2% |
| 3M | -1.9% | +20.0% | -22.0% | -8.3% |
| 6M | -15.3% | +6.8% | -22.1% | -18.5% |
| YTD | -21.5% | -22.3% | +0.9% | -17.5% |
| 1Y | -36.6% | -33.5% | -3.1% | -30.4% |
| 3Y | -31.2% | +29.2% | -60.4% | -39.5% |
| 5Y | -14.1% | +28.1% | -42.2% | -25.1% |
| 10Y | +391.9% | +200.2% | +191.7% | +270.1% |
| All | +554.8% | +381.9% | +172.9% | +386.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling