+6.7%
CPRT vs GEHC
+33.6%
-27.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.0% | +3.7% | +0.3% | +3.1% |
| 30D | +18.2% | +27.3% | -9.1% | +11.8% |
| 3M | +9.2% | +14.7% | -5.6% | +5.6% |
| 6M | -4.8% | +31.9% | -36.8% | -10.9% |
| YTD | -17.5% | +2.2% | -19.7% | -18.8% |
| 1Y | -22.0% | +14.1% | -36.1% | -25.3% |
| 3Y | -33.7% | +21.0% | -54.7% | -38.5% |
| All | +6.7% | +33.6% | -27.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling