+11.3%
CPRT vs GEHC
+10.0%
+1.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.7% |
| 7D | +2.2% | -4.0% | +6.2% | +3.1% |
| 30D | +16.6% | -2.0% | +18.6% | +17.2% |
| 3M | +9.6% | +8.0% | +1.6% | +7.5% |
| 6M | -11.1% | -12.8% | +1.6% | -9.0% |
| YTD | -13.9% | -15.9% | +2.1% | -11.2% |
| 1Y | -32.5% | -6.9% | -25.6% | -32.3% |
| 3Y | -25.0% | 0.0% | -25.0% | -27.4% |
| All | +11.3% | +10.0% | +1.4% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling