-33.4%
CPRT vs GEHC
-16.2%
-17.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | -0.4% | -7.6% | +7.2% | +1.2% |
| 30D | +8.2% | -10.7% | +18.9% | +10.8% |
| 3M | +2.3% | -1.2% | +3.5% | +2.5% |
| 6M | -14.7% | -13.7% | -1.0% | -13.3% |
| YTD | -18.2% | -20.4% | +2.2% | -16.5% |
| 1Y | -33.4% | -17.0% | -16.3% | -32.1% |
| All | -33.4% | -16.2% | -17.1% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling