+7.6%
CPRT vs GEHC
+6.6%
+1.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.6% |
| 7D | +0.4% | -5.2% | +5.6% | +1.6% |
| 30D | +9.9% | -7.0% | +16.9% | +11.7% |
| 3M | +5.6% | +3.3% | +2.3% | +4.7% |
| 6M | -13.6% | -10.0% | -3.6% | -12.1% |
| YTD | -16.7% | -18.5% | +1.7% | -13.6% |
| 1Y | -33.1% | -14.4% | -18.7% | -31.6% |
| 3Y | -27.1% | +3.4% | -30.5% | -29.6% |
| All | +7.6% | +6.6% | +1.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling