+7.1%
CPRT vs GEHC
+34.3%
-27.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | +1.6% | +5.6% | -4.0% | +0.3% |
| 30D | +18.8% | +27.9% | -9.1% | +12.2% |
| 3M | +9.4% | +17.1% | -7.7% | +5.4% |
| 6M | -4.4% | +32.5% | -36.9% | -10.6% |
| YTD | -17.1% | +2.7% | -19.8% | -18.5% |
| 1Y | -19.9% | +15.3% | -35.2% | -23.5% |
| 3Y | -30.5% | +23.7% | -54.2% | -35.8% |
| All | +7.1% | +34.3% | -27.1% | -1.3% |
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